Tralynn8,
I've been away from taxes for the last few weeks, volunteering at ustrive.com helping a handful of high school students work their way through the college application process.
Anyhow, to answer your question, go back to the PDF of your return, print out the portion that the state seems to have not gotten, and mail it to them via the US Postal Service. You should include a copy of the letter you received.
