You do only have to take your appointment letter and the passport to your biometrics appointment.
I think the confusion arises because the online thing is setup to deal with applications from all over the world, where for the most part the biometrics and the submission of the application are a one stop shop, whereas in the US the ASCs are only half of the job of a normal VAC.
You probably got two letters, one that says:
Visa4UK - Appointment Confirmation Email
Your unique Appointment Reference number is: VAR00XXXXXX
Your appointment is now confirmed for: Wednesday, 17 December 2008 at 12:00
You must attend the following appointment location: -
USCIS ASC Naperville Application Support Center
888 South Route 59, Suite 124
Naperville
IL
60540-0962
You should keep your unique appointment booking reference number safe as it will be required if you need to change your appointment. To change or cancel your appointment visit http://www.visa4uk.fco.gov.uk and select the 'Existing Appointments - Login' option. Please bring a print-out of your appointment booking confirmation with you to your appointment, or you may not be permitted. PLEASE NOTE that the booking confirmation must be printed from the Visa4UK website. Email appointment confirmations will not be accepted.
You must bring your APPOINTMENT BOOKING CONFIRMATION NOTICE and your PASSPORT with you. Your biometrics cannot be captured without these TWO documents. No other documents are required for your visit to the Application Support Center. Please Note that cell phones, cameras, or other recording devices are NOT PERMITTED to be taken into the Application Support Center. IMPORTANT ยน All your supporting documents, including your application, travel document and your stamped biometric appointment confirmation form should be mailed to the visa issuing office shown below within TWO weeks of having your biometrics taken
British Consulate General Chicago
400 N.Michigan Avenue
Suite 1300
Chicago Illinois
60611
and another that says:
This is your unique Application Number. Please keep it safe for your reference:
GWF005XXXXXX
You must now take your printed application, supporting documents and the appropriate fee (unless paid on-line with this application) to the address shown below on the agreed date and time of your appointment. If you are in the United States of America, Australia or New Zealand you must SEND these documents to the visa issuing office shown on your printed copy of your application form. No personal callers will be admitted to the visa office location. Your application will not be accepted at any other location. Failure to submit documents will result in a delay and/or lead to the refusal of your application.
USCIS ASC Naperville Application Support Center
888 South Route 59, Suite 124
Naperville
IL
60540-0962
The cost of your application, which you will need to pay, is: USD 328.00 plus USD 12.00 postage..
The following supporting documents are required:
* application fee and postage fee (if applicable) - either money order or cashiers cheque, personal cheques will not be accepted
* your current passport
* your old passport or a copy of it
* Immigration status (Original not copy):e.g. Permanent residence card, Valid I-94 H1-B - L-1 - B-1 I-20 (Signed on reverse side) IAP-66 Employment authorisation card with advance parole document
* evidence of funds available to you, in the form of detailed bank statements covering at least the last three months
* your original marriage certificate
* your original birth certificate
* One recent colour passport photograph (not more than six months old) Please note: scanned or copies of photos are not acceptable
* completed online application form
* After you have attended your appointment please send your documents to: British Consulate General, Chicago, The Wrigley Building, 13th Floor, 400 N. Michigan Ave, Chicago, IL 60611
Slightly confusing, but I think people get the underlying message to go and give biometrics first, then send the application to the consulate.