Of course ... however if you are married, are the only one working and have 3 dependents under 17 then having nothing withheld would be correct.
If you want more withheld ... on the W-4 choose the SINGLE filing status and/or do not claim some or all of the kids on line 3 and/or enter a flat amount on line 4C to be withheld on top of whatever is already being withheld.
Use the Tax Withholding Estimator on the IRS web site to figure out what you and your spouse should each put on the W-4 forms that you give to your employers. It's much easier than using the worksheets on the form. It will let you adjust your withholding to get the approximate refund amount that you want.
Tax Withholding Estimator
