Before going to the visa interview appointment, F-1 or J-1 students must pay the Student and Exchange Visitor Information System (SEVIS) fee and include the receipt with your visa application.
You can pay the fee by mail or on-line. Your fee payment must be accompanied by form I-901 which you can download it from http://www.FMJfee.com. Please read the section at the consular post site on applying for a non-immigrant visa and follow the instructions. Please be aware that this fee will not be refunded if your visa application is denied.
If the visa officer approves your visa, your passport should have the F-1 or J-1 visa affixed to one of the pages. In addition, your I-20 or DS-2019 will be returned to you in a sealed envelope that must be presented at the U.S. port of entry. Keep your passport, I-20 or DS-2019, and financial documents with you during travel.