Not getting experience letter on contractual job.

Dear Sir, I am working on contractual basis in a power plant nearby Nagpur since 5 years. Now, I wants to switch this job, but whenever I spoke to my company side contractual engagement officer about my experience letter, He straight forward denies saying that you should take it from your contractors, and unfortunately I have only joining letters from my main company and from each contractor under whom I have worked till date, I also have my salary statement of more than 1 years (there is no salary slip as I am getting paid via: Cheque) Please suggest me a legal and genuine way through which I can prove my this long experience during next employment procedure because fearing by this I am not applying to any job confidently. Even I have given them a hint of taking legal action they said me, "You will not at all get anything from us even your salaries and will be terminated" if you even thought about taking legal action. I am very poor and of course its a rich organisation by which i can not fight on financial basis.