You have to file both. Keep these things in mind also.
1) Complete the non-resident state return first. Do the resident state return last.
2) Do not file *ANY* return until you have completed *ALL* returns and are happy with the results. This matters because if the two states involved have reciprocal tax agreements, when you complete your resident state return last, it "WILL" affect your tax liability for the resident state, and may change your federal tax liability as well.