I receive a nys pension and am not required to pay taxes, do I have to file a state tax return?

See the instructions for forms IT-150 and IT-201: http://www.tax.ny.gov/pdf/2010/inc/it150_201i_2010.pdf

If you are a NY State resident and your income is more than $4K, (or more than $3K if you are single and can be claimed as a dependent by someone else) then you must file a NY State tax return.