Instead of previewing it, have you tried saving it as a PDF? Before clicking the "Save as a PDF" button, make sure you scroll down to where you state return is and click on it so the system will save it. If you just checkmark the return on top (Federal) and don't scroll down to checkmark the return at the botton (State), it will only save the Federal one. Then go to where you saved the files and print from there.
In my state, they don't like you to mail your return in or file electronically if it's not on their own website. So, every year, I have Turbo Tax calculate it all and then I save the file to my PC and go back in and print it. Then I use the printout to file on the States website.
