Denied unemployment, how do I appeal? - what worked for you?

My claim was denied after 6 weeks of waiting, and the letter says I have a short window to appeal. My employer's version of events does not match mine, and I have emails that show it. Did you bring documents or only talk?

Thanks for writing this out. I went through something close to it 5 months ago, and it got easier once I kept a simple log of every call and form.