Hi, I am J1 research scholar from China, and I arrived in USA on Sept 25 2010, however when I asked for signing a treaty on Nov 5,2010, I was told it was out of date to sign the treaty of 2010 by Nov 3,2010 and I was suggested to sign the treaty of 2011 the next year.
What should I do? Do I need to pay all tax from Sept to Dec in 2010, and if I sign the treaty of 2011, can I get the tax I paid in 2010 back?
I really appreciate your help.

There is no new treaty for 2011 of which I am aware.

Based on your posting, you ARE exempt from all income tax on your income for Calendar Years 2010, 2011 and 2012.

As a research scholar from China with J1 visa your income is exempt from federal income tax for 3 years. It is exempt from FICA taxes for two years.
Your employer should not withhold FICA taxes and federal income tax.
You will still file your tax return for 2010 -- Form 1040NR or 1040NR-EZ and Form 8843.