After you file

Did you mail in the federal return  and included the state & local returns as well ???   If so the IRS is telling you to remove them and mail them into the correct address for the state/local returns ... they do NOT get filed with the federal return.   

OR did you mail in the federal return  AND  also mail in the state/local return with a federal return attached (as may be required by your state)  to the federal address  by mistake ?  If so please file the state/local returns to the correct address as directed on the filing instruction page that printed with the PDF of the return.