mcwagner is right. Fill out that form and send it in. The IRS always wants their forms filled out. They don’t know your company didn’t make anything. All they know is you are a registered LLC and are required to file a return. You can’t just not file anything.
Oh, and if you’re in the great state of CA (and I mean that) you get to file your $800 Alternative Minimum Tax for 2006 whether you did any business or not. I call it the “Privelege of doing business tax” because that’s really what it is. Now, in AZ it’s different. There is no such rediculous tax. Your state does it which way?