I haven't been to the DMV but I guess the same thing will happen there. My wife hasn't received her green card yet but I am sure that it will also come with the first name as FNU. I was told to contact the USCIS by the social security office. I called them and they told me to contact U.S Customs and Border Inspection. I called them and they told me to contact the local I-94 office which I will contact tomorrow since it is only opened 3 days a week. My wife has no option other than to wait to fix this problem to go by the first name "FNU". I later found this information on American embassy in Delhi that they will issue visa with the name FNU if the first name and the last name are not listed separately. I contacted my lawyer and he said to wait until greencard arrives and they we can send an application to get this fixed.
http://newdelhi.usembassy.gov/consmar062007.html
Any help on this issue would be appreciated.