I also second (third???) what's said above. I didn't have an appointment and didn't know I needed one. I was told to come back the next day, but after I explained I was departing on a flight that evening (not true) they relented and saw me two hours later. I left the office with a big grin and an extremely brown tongue.
OBK, I'm a bit worried that you don't know which FSDO you're supposed to be going to. As others have said you MUST give this information at the time of your inital application to the FAA. Are you SURE you have done this properly? What exactly have you done so far? You should have sent a 'Verification of Authenticity of Foreign License' form to the FAA (attaching photocopies of your license and medical if possible) and an SRG/1160 to the CAA along with 15 of your hard-earned beer tokens.
I received no written confirmation from Oklahoma City - just an Email. I'm happy to send you a copy to compare to your letter if this'll help.
Edit:
Actually, just looked at the Email and it says at the bottom, after all my personal details: "This applicant is authorized to apply for a Federal Aviation Administration certificate issued on the basis of his foreign license." This sounds like what you got?