Where can I find a checklist of what I need to do while immigrating to the U.S.?

[El Hombre de los Libros]

We got our Visas yesterday, at the embassy there was an announcement on what we need to do when we get to our entry point in the U.S. I was given a large envelope, but told not to open it. What happens (or what are we supposed to do) when we get to the port city?