I am an international student. I came in 2008, my friend told me there is no need to file tax. I had income in 2009,2010 and 2011. What should I do? Also, can tax treaty be used on these years?

You can file late. If your employer enforced the withholding rules correctly, you probably have refunds coming for ALL three years.

Do the 2009 return QUICKLY; if you wait beyond 15 April 2013, you FORFEIT any refund due.

If you believe that you will need professional help filing this year, this IS what I do. Please double-click on my name (Atlanta Tax Expert) above to access my profile. You will find my email address in the signature portion of the profile (scroll down to the BOTTOM of the page).

Yes, you are required to file tax return if your income exceeds the exemption amount for the year.
If you owe any tax you will pay interest on it and some penalty. If you have a refund, you will get it.
You can also request for waiver of penalty.