any one heard and know the steps to acquire a SAO, security Advisory opinion,

am a canadian citizen living in canada, travelling to US several times a year as my whole family lives and are citizens of US,. recently i was denied entry to US and was asked by the Customs and border protection officers to acquire a sao from the us ocnsulate/embassy canada.

when contacted us embassy they have no clue of this kind of opinion.

can anyone assist me wat should i do ?? in order to get this issue resolved.