Yes. In the Desktop program it is currently 24.99 to efile EACH state return including the first one. Or you can print and mail state for free. And be careful, if you have the state fee deducted from your refund there is an Extra 39.99 Refund Processing Service charge (44.99 in California). So pay with a credit card. What you got for free was one state program download to prepare unlimited state returns. Then if you have to file a return in a different state you have to buy another state program for 44.99.
You're not accidentally in the Online version are you? It says the online Self Employed version on your post.