"
It appears since I'm in Colorado that's all I get free."
TurboTax Business does not include any state return for free; each state and entity incurs an additional charge.
You can purchase as many states as you desire simply by clicking the Add Another State button in the State Taxes section of the program.
Simply because "Colorado" is displayed in the State Taxes section does not necessarily indicate it is installed and ready to use on your computer; you will need to pay for that return. However, you can completely ignore the Colorado Fiduciary entry and purchase Illinois as indicated above.