How do I file Federal only AND save state for later. I do not want to delete the state data I entered.

Which TurboTax program are you using?  The online web-based editions or the desktop software installed on a personal computer?

for the desktop version when you get to the filing section select mail for the state return and leave the federal as e-file.   don't know if it's possible to do this with online versions but it should be.