i've always heard the opposite. never give a figure otherwise you risk under or over-valueing yourself. i've heard that you give your current salary, and say something like, "this is what i make now and we've discussed my qualifications. given that, i'm sure you can come up with a figure that we will both agree is fair." and then leave it in their hands. if they do make an offer, then you decide if it's fair or not.

anyway, if you have no current or previous salary, i'm not sure what you would said, but like i said, i've always heard that it's bad to give a figure.