Hello!
I'm an international student from Ukraine and I was working as a J-1 student while participating Work&Travel Program in summer 2007 (State New Mexico) and summer 2008 (State California). In 2007 I paid only Federal and State income taxes and in 2008 on my second job I also paid CA SUI/SDI tax, which I was not supposed to pay, because I'm not a resident of CA State. In concerning with all this I have 3 questions:

1) How can I return paid Federal and State income taxes (what form to fill, where to take it, where then to send it, how much will the process cost, when I should expect the refunded money on my account etc.) I visited Internal Revenue Service but didn't find the answers - a lot of useful information but for those who already has an experience in tax returnig! I didn't even find any e'mail addresses where I could send my questions, because I'm not in the US already and can not call them to the office.

2) How can I return paid CA SUI/SDI tax, which I was not supposed to pay, because I'm not a resident of CA State.

3) I've heard that also we all can return 10% of paid during the year sales taxes if we keep the receipts! How to do it? Please if somebody knows - give detailed instructions!

Thanks in advance!

On J1 you are exempt from residency for 2-years. You must file non-resident tax return Form 1040NR or 1040NR-EZ and Form 8843. Your income is not subject to FICA taxes but you must pay federal and state income taxes.
Read: Your U.S. Tax Return: U.S. Tax Filing Requirements for Non-Residents

Any income you earned while in CA is to be reported to CA. CA collects 0.6% SDI. You will not get the refund of this SDI.

I've heard that also we all can return 10% of paid during the year sales taxes if we keep the receipts! How to do it? Please if somebody knows - give detailed instructions!

In the U.S. you do not get sales tax refunded to nonresidents.

On your tax return, as itemized deduction, you can claim state income tax or sales tax.

Non-resident aliens CANNOT claim the sales tax as a deduction. Only state and local INCOME taxes can be claimed.