This is normal but there is a workaround that will allow e-filing in some cases. You can try to enter a 1 in Box 1 on your W-2 screen. If you don't have significant withholding in Box 2 of your W-2 form this may allow you to e-file and does not materially affect your tax return.
If you prefer to file by mail (or if this workaround doesn't work due to withholding in Box 2), you can print your return, attach a copy of your W-2, and file it by mailing it to the address provided on the instruction form that prints with the return.
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