If there is tax withheld in box 17, then you need to talk to your employer to find out what state that they sent the withholding to. You cannot change that, only your employer can, but they have to change it with what they send to the state also.
(If NO tax withheld in box 17, then don't worry about it - just leave boxes 15-17 blank.)
**Disclaimer: This post is for discussion purposes only and is NOT tax advice. The author takes no responsibility for the accuracy of any information in this post.**