I worked as in independent contractor for an audio visual company out of RI. I am in MS and have not been paid.

Your choices may be limited, and whether and to what extent you can sue them in MS depends on facts that you do not provide. If they cannot be sued in MS, which is likely, you will need to sue them in RI. That may entail hiring an attorney and, depending on the amount in controversy, be impractical. The customary first step in collections is to send a demand letter. The letter should state, for example, that unless payment is received within ten days, legal proceedings will be commenced to collect the amount due. Send the letter by certified mail. Good luck.