You should go back to the W-2 section, if that's the source of your income and review your W-2 entries in the state boxes. Make sure the state code reflects CO.
Simply click on Federal Taxes,
Wages and Income right below and then
Update the W-2 section.
Edit the W-2 in question.
If your paper W-2 shows no state tax withheld for CO, you would have to get a corrected W-2 from the issuer.
