The TurboTax screens you see vary from state to state, but if you'll go through your state interview again, you should come to a screen late in the process titled something like A few things before we wrap up your state taxes.
If you select Revisit or Edit to the right of an item called File an Extension or something similar, you should be above to remove your state extension.
If this isn't helpful, feel free to re-post with more information, including which state return you want to removed the extension for.