Firstly you need to file for a Petition for Alien Relative which is done with the I-130 form. This form is sent to the U.S. Citizenship and Immigration Services (USCIS) Office in the area in which you live. Once they receive the petition they will then acknowledge the application by sending you a letter which is called the Notice of Action (Form I-797). This tells you that the application has been received and that you are now well on your way.
Next you file for a Petition for Alien Fiance(e), which is also called Form I-129F. This is filed with the Department of Homeland Security. All the paperwork needs to be accurate and you need to add all the needed documents with the form for your spouse and child/children. With this application you also need to ensure that you place a copy of the Form I-797 receipt notice which you had received from the USCIS.
Once these have been approved it will be sent to the National Visa Center also called the NVC for further processing.
Important Notice: Effective February 1st, 2010, when both petitions have been approved by USCIS and sent to the NVC or when USCIS approves the I-130 before the I-129F, the availability of, as well as the need for, a non-immigrant K-3 visa ends.
Once the National Visa Center has approved the application it will be sent to the US Embassy where you got married. If you got married in Russia then it will be sent to the US Embassy in Moscow.