During the error check, you can put in "XX"
Or you go back to the actual 1099-DIV entry section, and edit the forms...just step thru the various followup pages until it asks what state (or states) the Tax-exempt bond interest came "from". the answer "More than one state" is always acceptable, and is at the end of the state's list.
____________*Answers are correct to the best of my knowledge when posted, but should not be considered to be legal or official tax advice.*