I am a disabled vet with option to be state tax exepmt in Minnesota. I still work. is this going to burn me?

I Filled out a new W4 digitally with my new job. 
I make good money and am also collecting VA disability comp. I have never seen this W4 before and because it was digital i couldnt even finish the form. it just closed and said i was exempt. 

Should i go to my HR and change it or will i be ok?