Thank you everyone - Catherineli for the Chinese BBS, dnoblett for the links, dan1984 for the support, and msittig for the timeline and tips!
I, like a few others here, have been mistakenly filing my taxes under single status the past 3 years. But, thanks to CFL - I called up my accountant in the US and he got right on the W-7 application and 1040X (amendment). Both of which he said are pretty easy and painless to do.
I'm sure as I prepare the next few steps, most importantly filing the I-130 here in Beijing, I'll have some more questions - thank goodness there is CFL! :-)