Also, what is the story on your Federal return? Did you efile it previously, and if so, has it been accepted? (most Federal returns will not be accepted or rejected until after January 27, when the IRS opens up return processing, except for a few the IRS pulls early for testing.)
You cannot efile a state return unless the Federal return was also efiled and is accepted. If the 2 returns were not efiled at the same time, the Federal return must be accepted first before a state return can be efiled.
Did you try to efile them at the same time or separately?