I filed tax for 2008 on h1b and my wife is on depenedent from 2008 only. But mistakely I filed tax as single so what should I do.

Will it affect much and from next time I should file properly

Please help me

When did you enter the U.S. When did you start with H1-B?
It appears that you could have file joint return as residents.

Read about H1 tax filing: Your U.S. Tax Return: The U.S. Visas

We both from last yr 2008 and this is the first time I am filing for tax in us

When (what date) did you enter the U.S.

In feb 2008 second week

Now you will need to file amended tax return Form 1040X. Column A is what was on the original return, Column C is what should have been there (that is corrected amounts) and Column B is the difference. Complete these columns and then refigure your tax.