Ok, I think I got it. I went to DHL website and search by reference for "CORRESPONDENCE" from 03801 zip code origin. Out of 105 packages send out today only one was to Bangkok. Well, it must be ours. Here is what it shows:
Ship From:
U.S.DEPARTMENT OF STATE
Portsmouth, NH 038012901
United States
Ship To:
Bangkok, Thailand
Shipment Information:
Ship date: 3/26/2007
Pieces: 1
Total weight: 1 lb *
Attention:
U.S.DEPARTMENT OF STATE
Attention:
Ship Type: Document
Shipment Reference: CORRESPONDENCE
Service: International Express
Special Service:
Description: US DIPLOMATIC PAPERS
Tracking detail provided by DHL: 3/26/2007, 6:20:30 pm pt. QUOTE(SanFrancisco-BKK @ Mar 26 2007, 07:53 PM)

As per NVC operator, our application left for Bangkok embassy!!! Boy, it is moving now!!! By the way not a single email since my NOA2 one.
I've read that this package can be tracked using DHL web site?
Any pointers on how to do that would be greatly appreciated.
Good luck every one!!!