You need to file an action. Depending on the amount owed (over or under $5,000.00) you may be able to file in small claims or you may need to file in the Special Civil part If the latter get counsel. You may also be entitled to punative damages for the wrongful withholding of the security.
You probably need to file in Landlord/Tenant court Special Civil Part. You can probably do this without retaining a lawyer. Check out the faqs and forms at http://www.judiciary.state.nj.us/prose/index.htm#spec (particularly the ones under the heading "Landlord-Tenant Court")