Before arrival, you will be given an appointment form to fill and turn in. You should save your copy of this form for tax purposes (the stipend is taxable). No deductions are made for any purpose, such as income tax, or social security. As a result, W-2 forms will not be sent to you. You must maintain your own income tax records for tax purposes.
Sites that will be informative when it comes time to file your tax forms
include:
http://www.irs.gov/individuals/students
http://www.finaid.org/scholarships/taxability.phtml