You have to be taxed. If you didnt fill out the paperwork then he probably just goes by a federally mandated default amount. The paperwork is mainly for his records. He can get your social and other things from your employment records, resume, whatever. You have to pay taxes now or huge penalties later. Its not a choice. You dont get out of it by not doing the paperwork.
I think it's impossible that you never filled the form and yet your paycheck is taxed. Perhaps you filled the form but forgot. When you begin a job, your employer MUST ask you to complete a Form W-4 to ensure that you are taxed accordingly. If it happens you did not fill out your Form W-4 properly, you may have to pay more tax in the future.