zp2009
Are you a DV2009 winner? if so, then keep this in mind:
The STATE DEPARTMENT is responsible for managing the DV program. Also, The STATE DEPARTMET oversees the Consular Offices. This means the embassy people will know about you being selected in the DV.
The trick is to Stay in status, and respond to the 1st NL sometime in April/May of 2009. Why is this, you ask?...well when you fill out DSP-230, you have, at that point, shown "clear and irrefutable" immigrant intent.
If you respond now, you may jeopardize any NIV that you are seeking. I had my TN status renewed in last year in November, even though I had won. I beleive this was because I HAD NOT responded to the 1st NL by sending in the DSP-230.
Finally, avoid going to face a consulate officer macho-kwa-macho, since this presents an opportunity for them to scrutinize you. I am not sure if you use I-539 in your student visa, but just know that there is a question in there that asks if an immig. visa has ever been filed for you...and you will have to answer "yes" to this question if you have already submitted the DSP-230