I came to the States on an R1 visa and stayed in NYS for the whole year 2009. My earnings is less than $2000. Do I need to file a tax return?

If it is wages, then you are not required to file.

If it is self employed income, you must file the tax return. You will report your income and business related expenses on schedule C or C-EZ (Form 1040). Then you put net income (or loss) on line 12 of Form 1040. This income is subject to SE tax at 15.3% (this is shown on line 57 of Form 1040). Your U.S. Tax Return: Tax Filing by Self Employed Sole Proprietor or Independent Contractor

Thank you very much for your advise.

What is the minimum wage you need to earn as an R1 worker before you need to file a tax return?

You have work visa. You pay taxes just like a U.S. citizen or resident. For self employed income, you must file tax return if income is $400 or more. Your U.S. Tax Return: 2009 Filing Requirements for Most Taxpayers