Can you prove your paid your state taxes? If so, then send them the proof, be it a copy of the bank statement, credit card statement, or whatever.
It's also possible that you incorrectly paid your state taxes to another taxing authrority such as the IRS (which is federal). If you did that, then you haven't paid your state taxes and still owe your state along with any interest, fines and penalties that may have accumulated since the state tax payment deadline.
