When you e-file your return, the information has to be specifically formatted so that the IRS and state processing systems can properly handle it when it is received.  One of the conditions of this formatting is that the data cannot contain special characters such as hyphens or dashes.

When the IRS receives your information, they verify your SSN against the first 4 letters of your last name.  To ensure that your return is accepted by the IRS, you may want to contact them (or the Social Security Administration) to see what they have on file for your last name.  The IRS can be reached at 1-800-829-1040.  The Social Security Administration can be reached at 1-800-772-1213. 

Once you figure out what they have on file, that is what you should enter into your account.  If a dash or hyphen is included in what they have on file, you should just leave a space where the hyphen would be.