There is no inheritance tax neither on federal nor on the state level in IL.
As a recipient of the inheritance - you do not need to claim it as income. Please see for reference IRS publication 525 page 33 - http://www.irs.gov/pub/irs-pdf/p525.pdf
In case you received the money as a gift or inheritance or as a distribution from the foreign trust and - if the amount is more than $100,000, you are required to file form 3120 - http://www.irs.gov/pub/irs-pdf/f3520.pdf (see instructions for details - http://www.irs.gov/pub/irs-pdf/i3520.pdf) to declare transfer from the foreign country. There is no tax associated with this form.
In additional - your bank might be required to report your transaction - so I would suggest to consult with the banker if they need any supporting documents so your transaction would not look suspicious.
Let me know if you need any help.
There are two type of taxes on inheritance - estate taxes paid by the estate and inheritance taxes paid by heirs.
Federal estate tax would be applied only if the decedent is either US citizen or US resident. For non-residents - estate taxes are applied only on US property.
If your aunt lived in Austria and not US citizen and did not have any property in the US - her estate is not subject of estate taxes in the US.
Federal estate taxes are applied for estates with value above $3,500,000.
Illinois - doesn't have estate tax and very limited estate taxes for IL residents or for inherited property located in IL.
Michigan, Arizona - has neither estate nor inheritance taxes
Nebraska - has no estate tax, but inheritance tax is collected at the county level - if the decedent was a resident or the inherited property is located.