You can file a corrected W2 online with the Social Security administration directly.
Here is where to do that.
The reason it doesn't really matter to the Social Security administration is because you paid the correct amount of Medicare withholding with your 941 payments. So they got the correct amount. The incorrect number is on the employee's W2 and it may cause them some trouble when they file their taxes. So you can correct the employee's W2 and hand them the correction and keep the corrected W2 in your file in case the SSA ever asks about it. But if they told you you didn't need to file I wouldn't worry about it.
@NolaGirl15
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