Hi Halloven,
I did not even bother going to the US embassy to apply for a visa or any stuff like that. I just went directly to the Fort Erie bridge, and kept driving to the US borders to tell them that i am just turning back to Canada to do my landing, and that was a mistake because after they kept me for almost 2 hours to give me the refusal letter, i found out later that i could have turned back to Canada before i reach the US border, and do my landing without wasting my time waiting for the US refusal letter.
Check those two links out:
trackitt.com/canada-discussion-forums/landing-in-canada/631545013/landing-experience-at-fort-erie-peace-bridge-nov-17-2010
http://britishexpats.com/forum/showthread.php?t=478985
It looks like If you go through the Fort Erie bridge, no need even to reach the US borders.
Good luck.