Worked in MN & lived in WI. Employer is reporting all of my wages for WI & taking state income tax out for WI because I had a WI address. Can they do this?

Employer states that having a WI address automatically puts me with a WI location even though I never worked in WI for them. They want me to report my entire wages for WI, part for MN and part for AR (after I moved). This is really messing up my return since it's saying I made double of what my wages are and hardly paid anything in WI state income tax (which they started taking out after I moved to ARK). I don't know how to file now because of this.