Illinois state taxes

I don't think I worded my first question right.  We get social security but we did get a 1099-R because we took some money out of my husbands investment.  We had federal taxes taken out of our Social Security and the investment.  So we are getting money back in Federal.  I have already done the taxes with Turbo Tax Deluxe.  But when it comes to the Illinois state we don't get taxed on either one.  So Turbo tax came out $0 on the state of Illinois.  They are asking for $20 to e-file a Illinois tax form so I go in the hole if I have to file.  Do I need to file Illinois tax form if it is all basically $0?