Name on Passport, Ds-160 and I-797

[trac]

Hello,
I have a question regarding my name on passport and I-797.
My name on passport is (Nothing in my surname)

Surname:
Given name: A **** B **** C **** D ****

my Name on approved I-797 is:

First Name: A **** B ****
Last Name: C **** D ****


But after consulting U.S consulate help desk, they suggest that my name on DS 160 as follows
Name on DS160:
Surname: A **** B **** C **** D ****
Given Name: FNU

But now I am worried that the name on my I-797 and Ds-160 could pose a problem for me when I go for visa interview.

Should I change my name on I-797 as DS-160?????? or is it ok???

I would appreciate any advice in this regard.

Thanks!!