Yes, you need to either do a tax return every year or tell the tax office that you don't need to do one. Otherwise how do they know that you have no income and don't need to lodge?
Grab a few tax packs from your local newsagency. In them they'll have a one page form called a non lodgement advice. Fill one out for each year that you haven't lodged. For the years other than 2012 - cross out 2012 on the form and write the appropriate year. These forms are keyed by real people so they can sort it out.
The forms are really easy. Write your details in there - tick the box saying that you don't need to lodge, don't tick the box that says you'll never need to lodge ever again (unless that's your intention), and sign it.
You need to lodge every year. Even if you have no tax payable the ato can still slap you with a failure to lodge penalty as you were required to lodge and you didn't.