Red is right.
You pay income tax at a rate which assumes your earnings are constant throughout the year. If those earnings suddenly cease, you can't immediately get any tax paid back. If and when you start another job before the end of March 2010, the tax position will correct itself in the first pay packet you receive. Your employer gets the necessary information to calculate the refund from your P45.
If you are still unemployed at the end of the tax year you can apply for a tax refund, but don't assume it will be all of what you paid. It depends on what your earnings were.