Chutgur,
Congratulations and welcome to the forum!
You do not need to do anything at this time, but to send the completed forms to KCC (make sure you read and re-read the completed forms carefully before you put it in the mail) along with the barcode sheet.
Here is a link if you need help with filling out the forms. [PS: NEVER send originals (unless specified), and always keep a copy of the things you send to KCC or USCIS]
Then, read this thread from the first page to get started about the initial process, you can then go to DV 2010 AOS Only thread to get down to details of the whole AOS process.
Keep an eye on the Visa Bulletin, each month's VB comes out in about every 50 days in advance (usually between 10th and 15th), for eg., on August 2010, the September, 2010 VB came out and also showed advance notification for October 2010. Also, look at prior years' VB to guesstimate when you can expect to become current, it could be between July-Sept.
Here is a link to the VB.
As someone already mentioned, your other option could be to do a Consular Processing with a case number like yours. Again, you do NOT have to make that decision NOW, you have plenty of time before you can speculate when you might become current (by looking at the VB each month). Also, you could always change from AOS to CP by notifying KCC. Although, DV AOS are treated and handled in an expedited manner than compared to other Family/Employment based petitions, you still need to keep in mind that there is a time crunch, it has to be finalized by September 30, 2011. Most DV AOS cases take about anywhere from 2 to 6 months. On average, it is about 2 months for higher CN at the end of the Fiscal Year (from 2010 high CN cases).
Again, read and follow this thread from the first page, do your 'homework' and educate yourself about the process.
For now, wait before you get your 'rejected' I-485 and payment back (if you are lucky). I am hoping that Chicago lockbox will send
everything back but you never know.
Good Luck in the process and remember that you are NOT alone.
Thank you for your replies. i am 2011 selectee. I went to dvselectee.state.gov and i am already in the USA so thought my steps will be different. Just hoping they will send me back my packet so i can resend it. or they will ask me to send additional evidence.