for tax, thanks

i came american at the end of 2003,and get my pay on 2004 for my work in the few weeks of 2003.the tax had been cut off through my salary.but i have not get my w2 and the tax form for the salary. i asked irs, they said i should apply for the tax refund since the pay is for 2003's work. and i asked my company's human resource, they said i should not get w2 for i get pay in 2004.
how should i do