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In order to claim your parents in your tax return, you need to apply for a tax ID for each of them by filing W7 form, http://www.irs.gov/formspubs/lists/0,,id=97817,00.html,
search for W7 form and instructions.
Please note you need to send the W7 form along with your current year tax return, the IRS mailing address is different from your regular tax return mailing address, see W7 instructions.
Also, a certified copy (or orginals) of your parents' passports, US visa and I94 are required when ting W7, you can get those copies certified in a local notary public.