If you are working in VA and do not intend to remain in VA you file a VA Non-Resident Tax Return.  On this return you report only your VA income.  

Prepare the VA return first so that the credit for taxes paid to another state properly posts to your IL tax return.

Next you prepare an IL Resident Tax Return and report your "world-wide" income.  The credit for taxes paid to another state should post to your IL tax return so that you are not taxed twice on the same income.