I have been working in New York from November of 2005 with OPT visa (F-1) and got H-1 visa in October, 2006.
I was told I should file tax as a non-resident for 2006 but I'm wondering if I can still claim exempt as a student for the time I worked as a OPT holder. (I did not claim it for 2005)
And in that case, which forms should I use?

Please help me!

You CAN file as a non-resident alien for 2006 because you have NOT met the Substantial Presence Test.

However, if you filed as a resident alien in 2005, you filed incorrectly and muist fix that BEFORE you file in 2006.