I have not filed taxes since 2002. I would like to know what do I need to do in order to get
My previous years filed correctly?

Do you still have all your W-2's or 1099's from those years for starters? If you do, great then you can do one of two things. You can go to a tax preparer and have them do the past years taxes for you. If you don't want to do that you can call up the IRS and have them send you the booklets and filing forms for the years you did not file and then file the returns yourself.

Get professional tax help with this.

Every tax office has at least one person like you come in with multiple past year tax returns that need to be done. They likely will cut you a break on the fees in hopes of securing as a permanent customer.

BTW, any refund due from 2002 and 2003 has been forfeited by law, at both the IRS and state level. The returns STILL have to be filed; you will just NOT get any refund.