To be fair, did they send you a letter saying it was a "denial", or an incomplete application? The same happened to me and they were more than cordial about the matter. I called the Lincoln office, spoke to a nice lady that was happy to explain to me what she needed. She provided a fax number so I could get the information to her right away. Soon there after, I followed up with her to confirm that she received them. She was extremely nice to work with, and very helpful.
I never received a letter of denial, just one that stated that the application was incomplete without proof of residency and I had 30 days to respond with the correct documentation.