How do I file 1040 NR for long term capital gains. I had bought shares for $5605 in 2008 and sold them in September 2010 for $14965,with net profit of $9360. I am not sure on how to file tax for this. Should I use schedule D or not. There was no dividend

For nonresidents capital gains from the sale of stocks is not taxable.
Which visa do you have? When did you enter the US?

I entered US in 2007 and leave by Dec 2009, with L1 visa. I forgot to mention W8-BEN and the system has only W9 form in the system. Also I had not gone to US anytime in 2010