I don't have MS installed myself....but I suspect that one or more of your 1099-INT forms has $$ in box 8 of the -INT form.
You need to edit that/those -INT forms and during the follow-up questions, you will be asked to ID what states produced that box 8 $$ amount.....ie which state's bonds produced the interest. If you bought individual MS bonds, you can select MS as the source. If the $$ came from a mixed bond Mutual fund, it's easiest to just go to the end of the list of states and select "More than one state".
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It is possible to "Potentially" reduce your state taxes a bit by identifying what $$ amount in box 8 came solely from MS-issued bonds from the state or city or county or School district in MS. But to do that you need to calculate the exact $$ amount yourself from a listing the broker provides...and usually just selecting "More than one state" is simpler. (if box 8 moves into the thousands of $$, then it's time to start investigating how to do that)
____________*Answers are correct to the best of my knowledge when posted, but should not be considered to be legal or official tax advice.*
