Rules are strictly followed here. Only thing we need to wait for a long time.. This is what I did to correct my name everywhere
1. April 2005 - FNU - Passport, Visa
2. July 2005 - because of this SSN got delayed for 4 months and received with FNU
3. July 2005 - DMV refused to give license, because they cannot give license with FNU.
4. July 2005 - Enquired local newspapers in Philly - They told that I need to get court order number