I only selected to file the state tax, but it filed both state and federal. I already did the federal on the irs site directly earlier today. Now there is duplicate

Either the second will be rejected or the IRS will figure it out. 

If you already filed a tax return on another site, and it was accepted, the return you filed on TurboTax will get rejected.   You can't e-file a state return without e-filing the federal return also.