First of all,
check your documents. Do you have them all with you?
1. Passports, the most recent one and old ones, especially if you had a US visa
2. Appointment conformation page
3. DS-160 form conformation page
4. A recent 50x50 white background photo (bring 2 just in case)
5. Supporting documents
-To prove that you can afford the trip, bank book/ bank statement/ fix deposit slip
-To prove that you won't stay in US illegally after your trip, your employment letter/ letter from your university/ family photo may help too.
Location:
376 Jalan Tun Razak, Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur
Image taken from Google Image.