I agree w/ mfredericka....Since you married in 2003, you'll claim "married, filing separately" for you 2003 taxes. Where it asks for your husband's SSN, you'll write in "Non-Resident Alien". If you want to file jointly, you'll need to apply for an ITIN (Individual Tax Identification Number) for your husband. That could take a while to get, so you might need to apply for an extension in order to file MFJ for 2003.
I was married in September 2003, filed MFS for 2003, wrote NRA for DH's SSN, and had no problem at all. Good luck!
:-)