You need to cancel your direct deposit settings before you file your tax return.
If you have a CRA My Account, you can cancel your direct deposit through the CRA My Account portal in just a couple of clicks. Sign in to your CRA My Account here: http://www.cra-arc.gc.ca/myaccount/
Alternatively, you can give them a call. You can find the phone number here: http://www.cra-arc.gc.ca/directdeposit/