I'm Komiljon Sharipov Fulbright scholar from Tajikistan (former Soviet Union country) arrived to US in November 2010, Tajikistan has a tax treaty with US, but when I get my stipend Federal Tax 14 % was withhold from it, how can I return withhold taxes

You would need to file a 1040NR or 1040NR-EZ tax return. You would get a refund for any taxes withheld in error.
You should also talk to the payroll office, you would need to fill out a form 8233 and they should stop withholding taxes.

Even though you are a student, that does NOT mean you are exempt from taxes.

Typically, students who earn money froma U.S. source ARE liable to pay U.S. income taxes.

If you need professional help filing your return, email me at [email protected] or [email protected].