A real tax question - NY resident collecting NJ Unemployment, weird situation

I live in New York. I'm a resident of NY. I worked in NJ till Nov.
2008. Got laid off and have been collecting Unemployment for the last
14 months w/ all the extensions..So, for 2009 my only income came
New Jersey Unemployment and interest 1099-int's, and a brockerage
composite w/ 1 stock trade. gain of 749.00
I got a 1099-g from NJ around 25K, and my 1099-int's. - Do I need to
file NJ?. My acct. sent me back my taxes with a note no need to file
NJ this year. So, I'm looking for someone that's been in this
situation or has knowldege on whether I need to send a 1040NR?? to
NJ..Not that I don't trust my acct. nevr led me wrong before, but
there is always that one guy that will plant a seed for me to have to