The W-4 Form (Employee’s Withholding Allowance Certificate) is used primarily for US employers to calculate Federal, state and local tax responsibilities of their American workers. Because it is geared towards American workers, the instructions do not fully apply to you, so we have included a abbreviated instruction and an example of how you should fill it out.
Line 3: Mark or check “single” even if you are married.
Line 5: Write NRA (non-resident alien)
Line 7: Keep blank.  Do not write “exempt.”
Here is a published document regarding the W4 completion for non-resident aliens: