My husband won a DV lottery?

My husband won a Dv lottery while he was living in canada when he went to the US embassy to claim his visa they would not bequeath it to him because he does not have a status in Canada, they told him it was better if he go back to the country of birth to claim his visa after the took all his money. Is there any other agency he can get his Dv lottery visa since he paid or is it better to go spinal column to country of birth to claim it.
Answers:   
He can't claim it if he is currently an illegal immigrant.

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