Will I get penalized? How much?

My employer CHOSE not to take out any taxes on me from Jan 1, 2009 thru March 31, 2009. (against my wishes) I am not a "sub-contractor" and will not file a 1099. I will be claiming my house as well as my two step-sons this year. Filing married jointly. I currently do "single 0" on my paycheck. Will I get penalized??