After a person has gone through the regular court system and they have been convicted of a crime, there is still a way that they can avoid having to serve the sentence. They are able to seek some relief by going to an appeals court to plead their innocence and try to get a different judge to overrule the sentence imposed by the first judge. Everyone is entitled to at least one appeal.
If you are appealing a federal case, then you must appear before a federal appeals court. There are thirteen different federal courts for appeals within the United States. Each of these courts serves a different region of the country, so the one closest to you will likely be the court that you have to appear before. Before appearing before a legal court you should obtain the help of a lawyer.