Well, there are several letters you will receive prior to the actual foreclosure.
The first letters you typically see are just informing you that your account may face foreclosure if you do not bring it current. However, once you receive an actual "Notice of Default" this means that an actual notice of default has been recorded at the county's recorders office. This still is not the final notice you will receive. It will generally take around 120 days after the "Notice of Default" before and actual "Notice of Sale" is recorded. From the time of the "Notice of Sale" you are generally looking at 30 days from the actual foreclosure.
I would recommend speaking with a local agent who specializes in home retention and helping default homeowners. They should help you a determine what phase of the process you are currently in, as well as explain what your options are. Beware however, there are agents who will immediately suggest a short sale without trying to help you with an actual home retention plan. If you would prefer to keep your home, then all available options should be exhausted before an agent suggests a short sale.