for the desktop editions once the return is opened go to the online tab and use the download state link. there will be a charge.
for the online editions, click on the State Taxes tab. Click on Your State Returns. Click on the Add Another State button.
also, when in step-by-step mode there should be a question about having income from another state which will allow you to add additional sattes
when doing your return complete the non-resident state (s) before the resident state.