Was tax withheld from your pay? Do you have a W-2 with amounts in boxes 2 or 17? In order to get a refund you need to file a tax return.
Or if you had self-employment income of even a little more than $400 you have to file a return and pay self-employment tax for Social Security and Medicare.
Who has to file?
http://www.irs.gov/uac/Do-I-Need-to-File-a-Tax-Return%3F