You do *not* send the DS-156
K back with the checklist. As was discussed in an older thread, the wording on Montreal's checklist in regards to the DS-156 and DS-156K is extremely easy to misunderstand.
"STEP ONE.
Please complete and return immediately to this office the enclosed From DS-230 Part 1, Application for Immigrant Visa and Alien Registration and the Form DS-156 in duplicate. All forms DS-156 are required to be completed in an electronically-completed format, available through the Internet. Hand written DS-156s will NOT be accepted. You can complete your forms DS-156 on line at
http://evisaforms.state.gov in either French or English. Please print out two copies of the entire form, including barcode on page 3, and send them in to this office. This new electronic format does not apply to Form DS-230.
Complete the single copy of the Form DS-156K, Nonimmigrant Fiance(e) Visa Application."
You will note, from the bolded sections, that it does NOT instruct you to SEND the DS-156K but only to COMPLETE it. Montreal seems to enjoy making this process more complicated than necessary with poorly worded statements like the above.
Now, if you have already sent in the DS-156K, I wouldn't be too worried. Perhaps just bring another copy of it along with you to the interview. I doubt it will cause too much trouble and I'm sure it happens all the time.