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I have won the 2013 DV; still waiting on the letter from KCC.

I am sure applying and not winning will make you no harm.

Here are the official instructions for anyone interested: http://travel.state.gov/pdf/DV_2014_Instructions.pdf

Did you apply directly or through an agency?

Always apply directly. Agency does nothing for you. Especially now it's online.

I did not apply through an agency. Just follow the instructions I linked to above and you should be fine.