Mr. Thai,
yes, you are correct, you have a problem, and it's a big one.
See, the B1/B2 is a non-immigrant visa. Not only have you been inspected, but you have been pulled into what is known as "secondary" inspection. The fact that you have such documents with you on a vacation indicates immigration intend. You were specifically asks about this and you . . . uhhh . . . lied when telling CBP that you felt insecure leaving those documents at home.
I am absolutely sure that CBP entered your statement, and that's what that is, into the computer under your file. The way I understand your post, you now got married and are planing to adjust status. If you do that, you will be denied based on material misrepresentation. It carries a lifetime ban from the United States.
If I were you, I would return to Vietnam and take the CR-1 route. Seriously.
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