Minnesota offers a $120 per month credit for Military Service in a combat zone in 2011, 2010 and 2009. They also offered it in 2008 for $59 per month. A tax return is not necessary to get the credit. You simply fill out Form M99 for the appropriate year, attach LES's for each combat zone month, fill in your Direct Deposit information and send the information to the address on the bottom of the form.
I have attached a link for the forms: