now THAT's where I'm stuck at the moment :( I joined an affiliate program and they ask for ITIN.
I live in Europe - Netherlands and my country is already super strict with taxes. As I understand, from my affiliate income I will need to pay tax to my country and to the US seperately?

I am going to try to fill in this form this week and send it to the US. I really hope I'm doing this right, so many people have been avoiding this question.

For an EIN you don't need to supply a passport. Just fyi.

Here is some in Debth information to get either an ITIN or EIN:

Go to www.irs.gov to get your tax identification number. It is also called an EIN number. If you are asked to pay for it at the end, you are not at the correct site. Because it does not cost you to get an Employer Identification Number (EIN). If you are outside of the US, just call the IRS to get your EIN. If you are inside the United States, you have the choice to get it online, fax or mail. They do not have the option for inside the US to get an EIN on the phone. If you are outside the US you should get an ITIN before getting the EIN, but it is not needed. If you are outside the United States you can call to get it, fax the SS-4 form or mail the form. It takes 4 to 6 business days to get the EIN if faxed and you have a fax number on the form, And takes about 4 to 6 weeks if it is mailed. The best bet is to either do it online or call. If you are outside of the US the best thing is to call; inside the US do it online. Make sure that you put www.irs.gov into your address bar so you don't get the sites that charge you for this free service from the IRS!

I know this because my day job is talking to people outside the US and giving them EIN numbers all day long. So please don't be scammed by those who want to make money off of ignorance.
Oh, and the IRS is open from 6 am to 11 pm Eastern time. You really don't need an ITIN to get your EIN, for your Business you would need to get the EIN though. And the best part about it is if you are starting out as a sole proprietor, you can use the same number for as many businesses as you want. So you don't have to change your number. An ITIN is used like a US Social Security number. The form W7 is used to get that. And you can get that form off of the IRS website as well at www.irs.gov. You can click on this link to get to it. When you get to the site, just put in ITIN in the search box or type SS-4 to get the fillable form to fax or mail in. I would type the information into the boxes rather than write it because it is a lot easier to do. And please, fill in all the information. Don't leave anything blank. I know the instructions say that you can leave certain things blank, however, we will be coming back and asking you for the information most of the time. And if you don't have a US social security number, put foreign in line 7b on the SS-4 form. Make sure you put your name in line 7a.
Tax Identification number that they are asking for on the sites is the Employer Identification Number (EIN). or Social Security Number if you are in the US. ITIN's are good to have as well, but this is mostly used when you send in your 1040NR, if you live in Canada. By the way, I have a lot of friends in Canada and other parts of the world who I have helped with this. Hope this helps you. Sorry I had to split this into 3 different comments. I had to make sure that I covered everything you wanted to know. Oh, and the IRS is closed on Memorial day. So I would call for your EIN on Tuesday. Best times to call, for not a long wait, would be after 6 pm or before 10:00 am. Tuesday may not be the best day to call though since it is after the holiday. For some reason after a holiday people love to call the IRS. Then they wait on the phone for maybe up to 2 hours. So best not to call after a holiday.

Here is a direct link to the online EIN form for anyone else who wants to get an EIN: https://www.irs.gov/businesses/small-businesses-self-employed/apply-for-an-employer-identification-number-ein-online

Here is a link to the other ways to apply for the EIN: https://www.irs.gov/businesses/small-businesses-self-employed/how-to-apply-for-an-ein

Here is a link to the SS-4: https://www.irs.gov/pub/irs-pdf/fss4.pdf

Apply by Telephone – International Applicants ONLY!!!

International applicants may call 267-941-1099 (not a toll-free number) 6:00 a.m. to 11:00 p.m. (Eastern Time) Monday through Friday to obtain their EIN. The person making the call must be authorized to receive the EIN and answer questions concerning the Form SS-4 (PDF), Application for Employer Identification Number. Complete the Third Party Designee section only if you want to authorize the named individual to receive the entity’s EIN and answer questions about the completion of Form SS-4. The designee’s authority terminates at the time the EIN is assigned and released to the designee. You must complete the signature area for the authorization to be valid.
EIN is not just for employing people. It is for businesses. It is what you would need for your business as a Sole Proprietor. (On Amazon you would put it under "Other" because they want a Social Security for Individual which is not really correct.)
If you are planning on starting your business, you do want an EIN. And possibly an ITIN as well. That way you can get any personal tax withholdings back from the IRS when you send in your 1040NR (If you are foreign).

Oh I hate tax, anything to do with tax. I prefer to bury my head in a hole and pretend I didn't hear what was said hahaha.

But thank you for the information.