Step by step:
Call Michigan - the court clerk of the county you'd get married in. Ask how to get a marriage license - mention you're divorced and find out if you need to take your divorce papers with you. Ask how far in advance you need to get the license. In Oregon, we had a 3 day waiting period (which can be waived for an extra $10) before we could use it to get married. Ask if you need to make an appointment with the judge. Finally, ask how long it takes to get a certified copy of the marriage certificate after you're married.
Using the information you get from the court, make your plan: figure out when you want to get married and make an appointment with the judge, plan on leaving so you get there in time to get the license and be there for any waiting period.
Go to Michigan. Since your fiancee lives there, it's not too far a stretch to say at the border that you're going to visit family/friends/whatever.
Get married. If you can, stick around and pick up the certified copy of the certificate.
Go back to Canada, with your certificate and as much proof as you can that you are applying for PR. Ask the border to let your now-husband visit while PR is n process.
It really is that simple
