You can file just the Federal return. To do so, you will either need to
delete the state return (you can add it back later), or you can choose
to "skip" the state return for now. The "skip" option still requires
payment for the state return.
If you've already registered the State return in Free Edition, you may not be able to delete it. But you should still be able to skip it..
See the two FAQ's below.
How to delete a state return:
How to skip the state return: