For whatever reason, TurboTax thinks that you need to file that state, even if you did not enter anything on it.
You need to delete the state, if you don't want to file it.
First make sure that the state you want to delete is not your resident state - you can't delete your state of residence. Yes, I know it sounds silly, but...
In the CD/download version of TurboTax, go to the upper left to FILE. Click on FILE and go down to Remove State Return. Click on that and remove the state you want to remove.
In the Online version of TurboTax, please see this TurboTax FAQ for instructions.
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