I've done it before.
First, A letter which you write to state you are not subject to SS & M tax, but you are failed refund from your employer.
Second, Fill out Form 843.
finally, your I20, OPT, Pay check(W2).
You must tell them you failed refund from your company, otherwise they let you ask your employer first.
It will take about 3-6 months to get refund.
Good luck!