Application without tax return

I am due to apply for hsmp from Spain (I'm a Chilean working on a work permit here) and have no tax return form from last april (2006). I can't find any posts where people say they've successfully applied without tax return forms. As far as i understood this is a piece of evidence that is absolutely necessary (unless the country you are applying from doesn't have a tax system). I've been to ask at the nearest tax office, but they say they can't give me one until April.

I can supply wageslips, bank statements, letter from previous employer, but i'm not sure whether there is any point applying without the tax return.
Any advice would be welcome.

From reading other threads it suggests that I can apply stating this as an exceptional circumstance and supply wageslips (which i do have for the complete period i am applying for), bank statements, a letter from my employer.

If anyone has applied or has any experience applying in this circumstance it would be extremely helpful.