The second round starts if/when you have won a list position for the diversity visa. This is how it works. Once round 1 is completed, 100,000 persons will be selected. Only 50,000 will win a diversity visa. Twice as much are selected because some do not meet all requirements (e.g. education or work experiences) or are disqualified because they cheated. Therefore: Do not cheat! Everybody who is among the 100,000 selected will receive a letter with further instructions, everybody else will receive nothing!
If you receive a letter it will contain your list position. This list position is crucial. All applications are processed according to this list. This means lower numbers (e.g. 10,017) will be processed before higher list numbers (e.g. 20,042). Additionally, lists exist for each region/continent.
After you received your letter you will have to send in several documents and forms regarding your education, family, former visits to the U.S., and so on. These documents will be checked and several background checks regarding yourself are conducted (see Understanding the Immigration Security Process). If everything is alright, the documents will be send to the embassy/consulate which is responsible for handling the DV applications of your country.
In mid of April 2007 I received a letter from Kentucky. I was on the list for Europe with a position between 10,000 and 12,000. My fiancee did not receive any notification. This led to the quick decision to marry. We were together for already six years, so this marriage was not really a surprise, but rather expected.
I was asked to send in several documents and forms regarding my education, former visits to the U.S., and family. Once we were married in July 2007 we also sent in the documents for my wife's application.
The next waiting period began. From the visa bulletins (see Visa Bulletin) of the 2007 lottery I expected a consulate appointment some-when around March 2008 and a letter in about January 2008. As we should have expected happened the unexpected: We received an consulate invitation in October 2007 ...