If your status says that it is received at Atlanta. The I would suggest you to do the following:
1. From the website, print the status that clearly shows the name of the person, OCI #, PP# and status on a paper and take it with you.
2. Take your daughter's original passport, if she is 12 and older, I would suggest to take her. If she is less than 10, I guess you should be fine.
If you reside close to Atlanta or Georgia, I would suggest to catch a bus(if available) in the night or drive if you can. Since I stay in Florida, flights were costly, so took a bus ride. It dropped in closed to the metro station where I can take a Metro station to Consulate. The stop name is Medical Center from Civic center where my bus dropped me. From Medical center it is walk able and takes only 20 min.
The Consulate door opens at 10:00 AM. If you are there by 9:45, it should be more than enough and it is ok to arrive by 10:30 too. No problem with that as very few people come. As soon as you enter she will ask you to sign and purpose of visit. Write your name and write "Collect OCI" in the purpose.
Then a lady will come and call by your daughter's name. Give her the Original Passport and the status print out. In less than 45 min. she will be back with your OCI and PP. You can then come out and scream so loud and be happy that you received the damn thing finally.