Colorado here. Walk in is easy.

I walked in there with the letter that I got in the mail (you HAVE to bring this letter) and my expired passport and visa. I showed my letter and passport/visa to the big fat security guy in there, he looked at it and said to fill out an application.

The application asks you for your name, your weight, your height (I didn't know my exact height so I had to guess lol) and some numbers that you find on that letter that you have to bring.

After I filled out my application I handed it over to the security guard and he told me to proceed to the lady sitting at the following desk. The lady then looked at my application (she didn't ask any questions just said "good morning" and "follow me"). I followed her to the machine where they they scan each of your fingers like three times and then she handed me a survey paper thingy.

And that's it, it all took like 5 minutes.

EDIT: Also I went to the fingerprint center on Chambers and Colfax