Is it legal to apply for student visa for USA when you already have applied for immigration there?

I am from Bangladesh. I have married another Bangladeshi who is now immigrant of USA (he was immigrant there before our marriage). After marrying him, I applied for immigrant visa there. As it takes a lots of time (2-3 years), I've decided to apply for student visa for USA. Is it legal to apply for a student visa when I've already applied for immigration visa?