Help, need to file for past 2 years :/

Hello,
I have been reading through many of these feeds to wrap my head around filing for taxes.  I have lived in the UK for 2 years now.  I moved here in Jan 2011, so I was in the UK for the entire 2011 tax year and now the 2012 tax year.  I did not make very much money the initial year, somewhere around 3000 pounds. I didn't even think to file taxes Now I am really feeling stupid.  I am prepared to file my taxes this year...I think? But I am wondering how I file them for the previous year, do I just get the correct forms from the IRS website and fill them out...and then send them where?  I have never done it on paper, I have always used turbo tax. 
My other question concerns my husband.  He is British but lived in the USA for 6 years and has a social security number.  He has given up his green card, does he need to file for taxes as well?  My plan was to file a not jointly.
When filing taxes do they need some kind of payslip?  Obviously in the US we use to get like a W2 form at the end of the year, but the tax year is obviously different here, so I am wondering how that might work..

Am I going to be penalised financially, legally, when I file for my 2011 taxes??  I am feeling very overwhelmed Thank you for any help.

The address will depend on whether you owe money and are sending a payment, or just a return.

Read this:

http://www.irs.gov/Individuals/International-Taxpayers/U.S.-Citizens-and-Resident-Aliens-Abroad

You will likely file as 'married filing separately'; whether your husband has to file (in which case you might decide to file a joint return) depends on when he gave up the green card. Other people can answer that question.

Your income in 2011 was very low - and as you were in the UK, I assume it was all earned here. You likely had no tax liability, but you do need to file a return for 2011. The forms are available on the IRS website.

Yo may also need to file a state tax return, depending on your former residence. Some states try to hold onto you forever; others are more lenient.

Good luck!