I agree. The best way to correct it is at the interview by telling the Officer at the beginning of the interview when or immediately after he swears you in.
This is definitely one way to do it. If you want to be extremely cautious and cover yourself, send in a letter referencing the case number and your A number, and explaining what happened/the correct response to the question. send a copy of the receipt Notice with the letter, and send it certified mail. Then bring a copy of the letter and the postal receipt card to the interview. Best way to be safe.
You can amend the application during your interview. Just be sure to have the correct information with you.
One note of caution: If you immigrated to the U.S. based upon a petition from one of your parents which was filed when the parent was only a permanent resident and you married prior to the parent becoming a naturalized citizen, then your petition was automatically revoked and you were inadmissible to the U.S. at the time of your admission as permanent resident. USCIS catches many ineligible aliens this way. if you fall into this situation you should immediately consult with an experienced immigration attorney immediately as failure to do so can result in your deportation.
The mistake is not fatal. You are not trying to gain an immigration benefit by marking the box incorrectly. As the other responses indicate just tell the officer at the interview.