What Alicorn said--it depends on why you're unemployed. I made a choice not to have a job for a while, and at the time my profile just stated that outright and explained my reasons.

Besides, there's no option in that field for "no income." The least you can do is the $0-20k bracket, if memory serves. If you have no income, you can perfectly honestly select that option; you're not obliged to explain any further.