I am in America as an Exchange student (J1 Visa)/ Au Pair...I extended another year, so now technically my visa is expired in my passport but I am legally in the country (just didn't receive a physical copy of a new visa because I didn't return to my country).

My DS - 2019 has an form cover period ending in May 17 2010. I have a document from the agency I am sponsored by in the country that says I am allotted a 30 grace period after cover period ends. I travel back to my home country June 17th 2010.

In May which is my last month in America I have the opportunity to go on a cruise to Key West and one day to the Bahamas.

I am concerned that I do not have the proper documentation to return back in the country until I leave on June 17th 2010.

The documentation I have:
Valid Austrian Passport
J-1 Visa that expired August 2009 (but was extended until May 17 2010)
DS-2019 that expires May 17 2010
Letter from agency that explains the 30 day grace period

I know I will receive a I-94 on the ship on arrival back to the US.

Am I able to go to the Bahamas and if so what paper work do I need for admittance?