Appointment for visa application

I'm come from Macau. I want to know more about the process of the appointment for Visa.

I have asked with the travel agency on this matter. They replied that I need to make an appointment via the US Consulate website. However, I found the website mentioned that it's not neccessary to make an appointment for Macau citizen.
http://chinese.hongkong.usconsulate.gov/niv.html

Is there anyone can tell me what I should do now?

Thx a lot!