the petitioner files such a motion seeking to avail himself of the exception for ‘changed circumstances.’ ” Id. at 632. Clearly, the present case is inapposite as Toledo, unlike the petitioner in Panjwani, has not filed a motion to reopen at all. This Court has generally held that in order to exhaust, an alien must first raise an issue before the BIA on direct appeal or through a motion to reopen before raising the issue in the federal courts. See Roy v. Ashcroft, 389 F.3d 132, 137 (5th Cir.2004); Goonsuwan, 252 F.3d at 388-89. In Goonsuwan, for example, the petitioner sought habeas relief in district court after he was ord 94) (“The proper venue for proffering new evidence is ... the BIA through a motion to reopen the case.”); Yahkpua v. I.N.S., 770 F.2d 1317, 1320 (5th Cir.1985) (<HOLDING>). The Seventh Circuit has recently addressed a
holding that a deposition that was not presented to the trial court could not be considered on appeal holding petitioner may not introduce on appeal issues that were not presented to or considered at the administrative level holding that an issue not presented to the trial court will not be considered on appeal holding that we consider issues not raised at administrative level waived holding issues not raised at trial level cannot be argued for the first time on appeal