Barbara,
I called KCC, as well as I e-mailed them. This is a quote from their response:
"We do request that you complete and return the DSP-122 to the Kentucky Consular Center so that we may update your file. Question 4 of this form states: "Name of United States Consular Office where you would like to process your application". When adjusting status with the Citizenship and Immigration Service, please list the address of your local CIS office."
However, you may call KCC twice in the same day, and get different responses. The bottom line is that sending DS-230 wouldn't do any harm, so one can always send both forms.