HELP!!! About Immigration Services?

I received in the mail on feb, 11, 2010, the letter i-797 (noa2) that my case been approved for I-129F, Petition for Alien Fianc�(e) K1. I already paid online the visa fee of $350.00 to make an appointment for interview in ciudad juarez, mexico and i pick the interview on May 25, 2010. I want to know if they gonna send any packet 3 to me or my fiancee home country mexico on what documents to take to interview or do i have to mail the documents? and how long does it take to received the packet 3? And do i take the appointment corfimartion letter that i print online to interview, or they sending me a original letter in the mail? and when i paid online the visa k1 fee $350.00 it makes you pick up a location of DHL carrier to pick up the Passoport Visa what that means, i pick the location in tijuana, mexico, because thats where my fiance lives or should i pick it on ciudad juarez because of the interview. do my fiance have to take the vaccination exam in the clinic in ciudad juarez or she can take it after we get marry.