Difficult question to answer. From an ethical standpoint my answer is yes. The immigration forms are all signed under penalty of perjury. Yes, its true you do not want to lie to immigration. On the other hand, you also do not want to self-incriminate your self. What application are you applying for? Marriage to USC? Probably more tolerance by USCIS when you answer yes versus other applications. I can't tell you what to do. I guess you better draw your own conclusions as to what is best in your situation.
This is a a challenging question. The concern for me is when the question comes back to you if asked "how have you supported yourself." This could lead to further inquiry resulting in additional difficulties. Lying in an interview is far more difficult than on an application. This is where the response, from my colleague" regarding a belief the form was requesting only valid social security numbers would come in handy.
Ethically, I must advise you to disclose.
You should not be admitting to fraudulent and/or criminal activity in an online forum. Go talk to an attorney, privately, and get advice on how to deal with your situation.
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