My husband came to US in feb 2008 on H1 from India.I came here in sep 2008 with my child on H4.I just wanted to know the procedure of filing our taxes since I don't have an SSN.And also that is there any separate procedure for my child too.We have changed two states i.e. IN and OH.So this also confuses us. Please help.

You can file resident tax return as Married Filing Jointly.

You will get standard deduction of $10,900 and exemptions for both of you and resident dependent.

You must both declare your worldwide income for 2008. If you have any foreign income, and on that income you paid taxes in the foreign country, then you can claim foreign tax credit.

You will complete forms W7 (application for ITIN) for your spouse and children and attach with your tax return.
Read about H1-B tax filing: Your U.S. Tax Return: The U.S. Visas