If you look at page # 3 (instructions page of the DS3035 form, step #7) of the PDF packet the system created for you you'll see that is says "Two envelopes" , although the previous reply is correct, that is, one of the envelopes was traditionally used to send you your case number, etc...
Size was very confusing to me and I posted a question regarding this a while ago with no replies. Technically a Legal size envelopes should be able to hold (no folding) a legal size paper that measures approximately 81/2 by 14 inches. The envelope is then about that size (they are sold as legal size-Got them at Office Depot)).
However When I asked at the post office I was told it is the regular envelope (4 1/8" x 9 1/2), that is technically not a legal size but a SZIE 10.
In summary, I'm still not sure which one should be sent. I personally sent the two types.