"そんなことしなくていいよ"
You guys don't have to do that.
There's no need to do that.
この場合はこんな感じかな
I appreciate you guys wanting to celebrate my birthday but there's no need to do that. I really appreciate just the thought of it.
私の誕生日を祝ってくれるのは嬉しいけど、そんなことしなくていいよ。気持ちだけで十分!
(日本語がおかしければすみません)