UK Border Agency letter telling you that you had been given limited leave to remain?

I need to transfer my UK tier 4 visa to my new passport from a lost one. According to TOC form, one of the documents I must provide to UKBA is any UK Border Agency letters telling me that I had been given limited leave to remain. When I got my visa last year, I just got a sticker in my passport and the UK embassy or UKBA hasn't given me any kind of letters like that. Someone please tell me how I can get that letter.