Mary,
I meant to get back to you sooner. We did go to the Canadian Consulate in Buffalo on Tuesday and all went well.  We came back the same day, landed in Canada as immigrants with no problems. I have even managed to get a drivers license, applied for an OHIP card and Canadian Social Insurance Number (SIN).
Thanks so much for all your help. We are so delighted by how smoothly and quickly this all went.
-Janine