Rule number one when trying to immigrate to the United States or remain in the United States: Follow the law and pay your taxes.
Even if you aren't here legally, you still have to follow the law. That means that you have to file a tax return. How do you do that if you are here without proper documentation?:
Submit an application for a tax identification number.
Find an honest tax preparer who can help you.
Use an I-10 form when filing.
Be honest in reporting.
One of the criteria for determining whether or not a person can stay in the United States is a demonstration of good moral character. Paying one's taxes demonstrates good moral character. Besies, the penalties for not paying taxes are high if you are caught. If you thought overstaying your visa was bad, just wait until the IRS gets ahold of you for not paying your taxes!