I've never heard an atheist say "I don't believe in anything." Atheists don't neccesarily believe there is no god. Many are simple without a belief in God.
Here is more on the definitions of atheism and agnostic.
You're question is one of those questions that is generally on the "how to annoy an atheist" list of questions. Such questions are highly silly. Do you actually think we don't believe in anything? Don't you see how we can have beliefs about food preferences, clothing preferences, and entertainment preferences? And not have beliefs in gods?
There are literally hundreds of gods you don't believe in. I don't believe in those either. We are atheists in reference to all of those gods.
"I just believe in one fewer god than you do. When you understand why you dismiss all the other possible gods, you will understand why I dismiss yours.” - Stephen Roberts
Enjoy this video on what Pat Condell believes: