Box 15 is asking for your employer's state tax identification number. If your employer has not provided a state tax id, you can enter the federal tax identification number here (it's fairly common and nothing to worry about).
The program requires an identification number be inserted. Your employer may be incorporated in a different state than the location you are working in and not have a state identification number for your state. The federal employer identification number will allow your employer to be identified and that is all that is required.