If you have a paid app in the Marketplace or if you are using pubCenter you need a ITIN number (if you apply as a person and not a company.
Here is the list you need to follow to obtain the ITIN number.
1) Fill out W7:http://www.irs.gov/pub/irs-pdf/fw7.pdf
2) Fill out the Microsoft letter http://create.msdn.com/downloads/?id=492
3) Scann your passport and print it. I would get a stamp at the police station to verify the copy.
4) Send it to the IRS
Internal Revenue Service
Mail Stop 6090-AUSC
3651 S. Interregional, Hwy 35
Austin, TX 78741-0000
This is how the complete package should look like (thanks to Ronny Gydar for sharing this).
2-6 weeks later you will receive the ITIN number by mail.
The letter you receive from the IRS will look like this (thanks to Ronny Gydar for sharing this).