Short Answer: You are a resident alien for tax purposes so you have to pay social security and medicare taxes and hence can't get a refund.

Normally if you are a student, you don't have to pay social security and medicare taxes when you are performing certain services like on-campus work, practical training (OPT/CPT), economic hardship employment. However, if you are considered "resident alien" you will have to pay those taxes even if you are a student.
(http://www.irs.gov/pub/irs-pdf/p519.pdf, Page 54)

Students on F-1 visa (which includes OPT) are exempt individuals for the substantial presence test hence they are non-resident aliens and don't have to pay  social security and medicare taxes when they are performing certain services including OPT. However, if you have lived in the US for more than 5 years, you become a resident alien for tax purposes.
http://www.irs.gov/businesses/small/international/article/0,,id=96344,00.html

Useful link: http://www.irs.gov/businesse

On a side not, talk to your accountant and make sure he filed 1040 for you. Some accountants think that everyone on F-1 visa has to file 1040NR. This is untrue. After your 5th year you have to file 1040.

Disclaimer: I am NOT a tax attorney or a tax professional.  Any information provided should not be taken as  personal tax advice either express or implied given by a professional. You are encouraged to seek professional tax advice for personal income tax questions and assistance.