I've also got a 'dormant' company - so long as HMRC have had that formal notification from you, they shouldn't come pestering you for tax returns, and you might as well leave it to gather dust.
However if you really do want to kill it off, you should try browsing through the Companies House website for info. I've had a quick look and it seems like it might be quite a complex procedure, but as I don't really know what I'm looking for, I'll say no more!
http://www.companieshouse.gov.uk/