F1 Considered Self Employed for TAX purpose???

I am an F-1 student who worked under CPT in 2005 for a small company. My CPT is listed at the back of my I-20. I received Form 1099 misc for my tax return. I have contacted the company, but the answer is no w-2 since I was not in their payroll. I wasn't aware of this since I was paid regularly every week. And they said everything has been submitted already.
My situation is exact as described in the Tax FAQ section at tax website (cited at the end). However, I was even confused what shall I do. I didn't want to be illegally self-employed but I have no controll on the company's decision.

Here is the citation from the website:
"I am an F-1 student who worked under CPT in 2004. I received Form 1099 misc. What should I do?
For income tax purposes, you will be considered self-employed (hence, the Form 1099). You should file Form 1040NR with Schedule C and pay income and Social Security tax on your earnings. Note that even though you did NOT have permission to be self-employed, you must still file the required tax forms.

CPT requires that you be employed by a company. You are not allowed to be self-employed while in the U.S. in F-1 status for immigration purposes. "

Thank you very much!