I just went through this drill meself. In your application to Oklahoma, you would have specified which FSDO you were going to present yourself to. The way the program works is they send you a copy of the confirmation letter and they send a copy to the FSDO you specified. That is the only FSDO you can apply to.
I highly recommend calling the FSDO and confirming they have their copy. I did this and found out they did not get my confirmation letter from Oklahoma. It then took another day and a number of phone calls before Oklahoma dug out my file and faxed it to the FSDO.
Also, you may need to make an appointment with the FSDO or they may not let you through the door without one. Again, call ahead.
Cheers