State tax filing

I am a full time resident in Indiana, I work in Kentucky. In "My info" I specified that I did not make money in another state. Now, when I am doing my State Return it is asking me what county in IN I worked in, so do I put down the same county as I did for my county of residence?

 

Also, on my check stubs I notice that I do not pay KY state tax, but there is money taken out for "Louisville Non-Res Local" do I need to do anything about that?