Congratulations on the interview call.
Please see this thread for more information http://www.canadavisa.com/canada-immigration-discussion-board/june-2010-quebec-csq-interview-in-ny-t43832.45.html
1. What to wear
You should wear a formal suit, think of this as a job interview. Don't take it lightly, especially if you are not fluent in French. But I did see some people in non-formal attire.
2. How to prepare - Information you MUST know! e.g. knowledge of Quebec
Be prepared to face all questions in French. You must have good knowledge of your industry in Quebec, your job prospects there, general knowledge of Quebec , where you may settle etc.
3. Questions asked
Basic questions in French - How was your trip, what did you eat for breakfast, can you describe your activities yesterday?
Career- Why do you want to go to Quebec? How are going to find a job? What is your source of information ? What is your visa status in US?
Please see this link - http://www.canadavisa.com/canada-immigration-discussion-board/-t52027.0.html
4. Authentication of documents - what documents to bring
Interview Letter, All visa, education, experience, date of birth, marriage certificate etc.
5. Any other helpful information will be greatly appreciated.
Prepare to be at the Rockfeller center at least one hour before. There are multiple buildings with similar names. Enter the building 20 mins earlier. You need a vistor's pass from the reception at the ground floor. Once you reach the Quebec office, greet the receptionst and let her know that you are there for an interview. I believe there is a restroom, but no water there. You may need to wait around 30 mins past the interview time to be called in, so you may want to carry a water bottle with you.
Try to show your skill/willingness to learn French as much as possible.No French no dice.
This is another helpful site with lots of information in French. http://www.immigrer.com/messagesdujour/
Good luck and let us know how it went.