Thank you again for your helpful answer, in fact I was about to send the application today but for some reason I did not yet.
As I said in my explanation, I did consult with my accountant and he looks to my income and said there is no need to submit a tax returns for that year, In the years later I paid my taxes since I was working, in 2009 I had big tax returns from the IRS, this is when they check my files and asked me for the 2003 returns. I wrote to them with explaining that I was out of work, and I received a letter from them to say that they agree with me and I don't have to file for tax return.
Do I need to consult an immigration lawyer to help me out and properly write the explanation for me?
If so, are available for paid advice? you can send me PM to ####.com
Thanks again for the help