I am going to be paying more for the return on state tax ($30) than the value of my return ($24), how can I opt out of getting my state return, since I will be losing $?

You do not have to complete your state return.  You can remove it using the following steps:

Click: State Taxes

Click: Prepare Your State

Where you see you state you will have the option to delete it.  At that point you can continue to file your federal return only.  You can find the paperwork to complete your state taxes, on your own.  These should be at your states' Department of Revenue