State tax filing

My husband works in KY, but we live in IN. His employer keeps taking taxes out for KY even after he filled out the form to have them sent to IN. For two years we've been dealing with this. We've ended up using a tax professional, because the way turbotax has the software set up, we have to file in both states, and end up owing a buttload to IN out of pocket before we receive our KY taxes (which aren't as much as they would have been if his employer had been taking the taxes out for IN). The tax professional uses KY for the state taxes and doesn't file IN. I don't know if everything is being filled out properly, and I can't get a straight answer anywhere.