Having that number then allows you to apply to have less of your earnings withheld for taxes by Amazon and Smashwords. Please see Roz's guide at the following link:
How I Got My ITIN NumberNote the IRS themselves are damned cryptic about how to do this sort of thing, so please pass this link along to anyone you know who self-publishes but is not American.
And thank you for being a good global citizen! :)