When you got OPT approved, you will receive a EAD card from USCIS within 1 month.
As long as you visit Canada and Mexico, you can reentry by EAD card, but if you want to go outside North America and then go back, you have to apply a valid US visa which is very difficult to apply during the OPT.
Can you tell me what's the exact date printed on your first letter and second letter. I mailed my application on OCT 20, 2003 and got AOR on OCT 30, 2003. I want to figure how long I have to wait for my second letter.