Do you have your P45s from your previous jobs this tax year? If you do it may not be too late to get the refund sorted out this tax year through your wages.
If you do have the P45s, then hopefully so do HMRC, so try the following.
Talk to your payroll department and find out when their cut off date for applying new tax codes is. If they say they still have time this year to use a new code, then ring HMRC. Check with your employer if they will accept a P6 to be faxed to them from HMRC. (P6 is the employer version of the notice of coding). If the answer to the first point is yes, then call HMRC and wait till you get to speak to someone.
Go through your jobs this tax year (from 6 April 2011) with them to check their records are complete, and make sure they have the P45 details from all previous jobs this tax year. If they have, then yo uwant them to issue a cumulative code to your current employer including your previous pay and tax. If our employer said they would accept a fax, ask them to fax the P6 to your employer. Otherwise you rely on the notice of coding getting to your employer electronically, or by post.
Your employer will then apply the new code with the previous pay and tax details, and give you a nice refund.
If HMRC (or you) don;t have all the P45 details, then this won't happen this tax year, and you will have to wait until after 6th April to get it sorted. Same if your employer says it's too late to apply a new code this year.