I arrived in the USA in 2006 on a J-1 visa and have filed forms 1040 NR for 2006 and 2007. I hold a Malawi passport. Which 1040 form do I file for 2008?

Malawi does not have tax treaty with the U.S. So you are exempt from residency for two years. In 2008, you must file resident tax return. Read about J1 tax filing: Your U.S. Tax Return: The U.S. Visas