I am an Illinois resident. I worked part time in Indiana for 5 months in 2008. I have my W2 for this job. How do I file, and what form do I fill out?

For Indiana you need the IT-40PNR form, which is for non-residents and part-year residents:
DOR: 2008 Individual Income Tax Forms

IN taxes you on your wages earned in IN. Complete this before you do your IL taxes, because IL will tax you on all your income and then give you a credit for the taxes you have to pay to IN.