I guess its my employer's mistake and not mine.
If the employer is still using your NI number, even though you are no longer working there, I would not call that a mistake, I would call it fraud! Tax fraud .... possibly immigration fraud as well.
Do appreciate that HMRC don't have detailed records until after the PAYE return is submitted no later than 19th May, following the 5th April end of tax year. So they do not yet have records about what has happened since last 6th April. And even for the year to 05.04.09, they don't know the details about what was paid and when.
So pankajswagh. I would be very surprised if your visa application was rejected simply because someone might be misusing your NI number.
Once you have your visa, suggest you take this up with your former employer.