Do I need to file the return for my former state before completing the return for the state I currently live in?

I am a North Carolina resident and paid taxes to another state during the year.  To receive a tax credit on my NC return, TurboTax advises that I need to first "complete the return" for the former state.  Does that mean I should actually file the return for the other state first or just complete it in the system before moving on to the NC return?