http://www.hrsdc.gc.ca/asp/gateway.a...l.shtml&hs=aed
How, where and when to apply
To receive regular benefits you must submit an EI application on-line or in person at your Service Canada Centre, even if you receive or will receive money when you become unemployed.
You must request your Record of Employment (ROE) from your last employer. If you have your ROE from your last employer, apply immediately. If you did not receive your last ROE within 14 days of your last day of work, submit your application as soon as the 14 days are over, along with proof of employment, for example, pay stubs. If one or more ROE covering periods prior to your last employment are missing, you must still submit your claim for benefits.
If getting your ROE is a problem, your Service Canada Centre can help you. You will have to fill out a form "Request for Record of Employment" explaining what efforts you have made to obtain it. You will have to provide proof of your employment —such as: pay stubs, cancelled pay cheques, T4 slip, work schedules. If possible, we will use the proof to calculate your claim.
Delaying in filing your claim for benefits beyond 4 weeks after your last day of work may cause loss of benefits.