Unfortunately, I doubt they will change what has occurred.
I understand the frustration of doing this incorrectly, but sometimes it is better to leave it as is, file in Indiana to get the refund and move on.
In these cases, the only person that gets frustrated would be you, so I would just move forward.
I believe you technically need to provide them with an exemption form if you didn't want Indiana tax withheld.
*A reminder that posts in a forum such as this do not constitute tax advice.
Also keep in mind the date of replies, as tax law changes.
