Your W-2 should have both CT and PA taxes withheld shown on Lines 15, 16 and 17.
You will need to file a PA nonresident tax return to get the taxes withheld refunded to you. In the My Info section you will need to indicate that you earned money in another state, indicating PA as that state.
In the state section of the TurboTax program you will complete the nonresident PA state tax return before completing the CT state income tax return.
