Do i have to file a return from 2006?

I was living in alabama in 2006 i worked for 10months there. then i moved to texas and i am now married as of (feb. 20th 2007). should i file my tax return from 2006-07. If so, how? i have the 1040EZ form how do i file it. It seems so confusing will i even get a decent refund considering that i'm now married. Which by the way my husband filed jointly already for last year. What is itemizing? If anyone knows what I should do please help !!!!