I agree with Rick that you technically don't need to file. However, if the LLC filed for an Employer Identification Number (EIN), the IRS *MIGHT* send you a notice asking about why it didn't file a tax return. It is also hypothetically possible (but extremely doubtful) it could be audited and determined it DID have deductible expenses, and it would be subject to large late filing penalties.
Personally, I would print out a form from the IRS website and file it. It would only have the names, addresses, ID numbers, etc, and the Yes/No check-boxes filled out. Everything else would be zeros. Again, it seems like it would technically not required, but it MIGHT be easier to file a zero return than to deal with any possible IRS notices.
