ya I have done it before
Go to the INS office early like 6:30 AM
They will let you in by 7:30 AM
Take I-485 reciept, I-140 approval copy, passport
letter stating why you need ADV. PAR.
in your letter you should state that you will travel within
the next few days, otherwise they will deny it (they did it for me
and then asked me to go there again, which I did )
Filled out adv. parole form -> get it from INS site
Take money order or draft for the ADV. PAR. the fee is on the ins site
note that there is a fee change
www.ins.gov ... look for forms and fee