You needed to apply for your non-o while you were in the states. It will be very expensive to convert your exempt stamp to a non-o and will require an agent to open a bank account for you.
Make photo copies of your old passport including all stamp pages. Once you receive your new passport, go to immigration and have them transfer the stamp. If you've never activated your LTR (entered using that visa) then I'm not sure the visa would be valid against a different passport number. But you could make you case with the IO upon entry...