Hi,

Contact the local/county audtior department. 

It also depends whether you are setting up your online business as inc, llc or dba.

If you will be the sole properitor/dba then you can use your own SSN#

You can get the lisence thourgh your county audtior department/department of taxation. 

But if you wanna file for LLC or Inc then you will have to go through the state and have to get federal id. and require some additional steps compared to DBA. 

Since you are on F1 status, it will be better to consult with some legal expert.

You can also file online at legalzoom.com.  You can call them and they can suggest you as well.

If you want to discuss further on this issue then you can email me.

Good Luck.