Wow, this is *really* awkward. Okay, so you say you have no budget. But obviously you're going to get her *something*, so you have at least a little bit you're planning to spend. Can you give us a clue how much that is? That would help a lot.
I got my daughter an Oball rattle for Easter. They run about $5-10, depending on the style, and they're cute and baby rattle-ish, one of those might be interesting. Also, you could look at those little toys that you can Velcro together onto the handle of the carseat carrier, or the baby's wrist, or the top of a baby gym, whatever, so that the baby can reach for them. They can be really cute. "Stroller toys" is what you'd want to look for. Also, we're very partial to "Freddie the Firefly," which can be a stroller toy or just to hold in the baby's arms. It's a great size and really cute, lots of nice sound and stuff to grab for a baby. That can also be under $10.
There's also the option of just sticking with the book, or books. There's a halfway decent chance that she won't really notice that your only present to her is the books, or won't really think too hard about it in the midst of all the other presents. That might depend on personality, though, which is something that really only you know.