Getting tax transcripts from the IRS is actually a pretty simple process. From another recent thread on the subject:
QUOTE(simple_male @ Jun 22 2006, 10:45 AM)

You can do it two ways:
1. Call 1-800-829-1040 and speak with a person LIVE. He/she will mail you the transcripts. It is better to have the past 3 years handy. Those can be faxed to you right away, if you are in front of a fax machine while on the phone with the IRS personnel so that it can be verified when you receive the fax.
2. You can order the transcripts using the automated system. The transcripts will be sent to the address that the IRS has in its system.
The steps are:
1-800-829-1040 => 2 => 2 => SSN => 1 => 1 => 4 => Address => 4 => Year => 1 => 1 => 2 => Year
Can't vouch for the fax method, but I used the 800 number and ordered transcripts for the previous three tax years, and received them in the mail in only a few days. And they're free. Can't beat that.
As someone in the Sawasdee thread suggested, it's not a bad idea to get several years worth, since you'll eventually need them for the adjustment of status paperwork later in the process.
Hope that helps! Chok dii na!