1) All applicants in the Federal Skilled Worker Class, must submit their initial application to the Centralized Intake Office (CIO) in Canada as of April 1, 2009.
As a first step you need to send out entire application package to
CIO , Nova scotia
Please see this link
http://www.cic.gc.ca/english/information/applications/guides/EG7TOC.asp
Once receive AOR from CIO you have send your application to respective VISA office.
In the form you have to mention THIS VISA office name and NOT CIO.
Example for people who are applying from INDIA - Visa office name would be "NEW DELHI"
Send your file to Nova Scotia but write down the Visa Office that corresponds either to your home country or country of residence under visa office requested.