You must first do your federal return, in the personal info section it will ask if you worked in more than 1 state select yes, then your non-resident state return, then last your resident return. Most states start with federal income. During the interview it will ask you to remove the 2nd state and remove the state that you are not working on. Example if you live in Mass and work in NJ then you remove the NJ during the Mass interview if needed. The TT interview should walk you through this.
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