TCS wants my Tax return checks

[TCSProblem]

Hi,
I left Tata consultancy Services last year from california and now I wanted W2 form from them.
The are saying to sign tax refund check in their name and then only they will give W2.But I asked a tax consultant he saoid I can file returns on basis of my pay slips.
Now problem is I have refund checks on my name from year 2003-2004 and want to deposit in my account but TCS says they can sue me beacuse I was on allowance in TCS not on normal payroll.They want me to give them checks back signed so they can deposit in their name.
Isn't it my right to have my tax return in my bank even if I was on allowance in TCS?
What is the difeerence between allowance and payroll?
Can anyone help !

[satya_paul]

I am also in a similar situation, only difference is they have shared the W-2 form. And the company is an american MNC of international reputation and respect. In my case, they expect me to sign all the papers and they would take the tax return. When I argued they said "No you should not expect the return as XXXX Company paid the tax on your behalf, so naturally XXXX would take the tax back". Is it not illegal to make that statement and a bad financial practice? Because, the company is showing the whole amount as my salary to Federal Govt and internally they expect me to treat it differently. I think if we raise this issue to Fed Govt, the company would surely be in trouble for corrupt corporate practices.