they are supposed to give you a T4 by Feb 28th, 2009. if they refuse to give u T4 with lots of excuses...ji suggest you to go to CRA in downtown, they will give u a complaint form to fill in....
Even you don't get the T4, but you can look at the cheque stub you received for that period, you probably can see all the info. you need, like Gross, CPP, EI, and Tax deducted.