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You are a citizen of a Visa Waiver Program country (France).
(Here's a list of Visa Waiver Program countries)
Therefore:
If you plan to travel overland from Canada to US (bus, train, or car) you do not need to do anything in advance. At the border you will fill out an I-94W form. Source
If traveling by air, you should get electronic authorization first on the ESTA website which is required for flying into the US.