I am new in h1-b status and my wife and my children is on h4 status.they don't have SSN so I can't get tax return. Could someone kindly teach me what should I do?

Chich:

You should file jointly with your wife and claim your child as a dependent. Thisis permitted under First Year Choice.

Your wife and child will need to apply for an Individual Tax Identification Number (ITIN) using Form W-7. This form, plus a notarized photocopy of their passports, are submitted with your 2007 tax return.

It is mailed to the ITIN Processing Center in Austin, Texas, who reviews the W-7s, issues the ITINs, inserts them in the BLANK areas of your tax return, processes the returns and mails your wife and child their ITINs in a separate letter. The process can go as fast as one month or as long as four months, depending on WHEN you file and how much of a backlog the ITIN Processing Center has.

If you need professional help doing this, contact me at the email address below.