As long as the Payer's EIN is correct, the IRS will not have a problem if the address you enter is different from what is on the 1099-R.
If the program is not accepting the Payer's address, you have two options:
1. Check the payer's website and see if there is another address listed for you to use. It doesn't make any difference if it is in the same city or state as what is on your 1099-R - you are just trying to clear the error. Look at the "Contact Us" tab, if available, or along the bottom of the home page.
2. Use your own address. As long as the Payer's EIN is correct, the IRS will not have a problem.