The final screen won't let me file. I need to file my Federal Return online but my State Return by mail, but when I click "File by Mail" it just keeps going in circles.

First you must file the federal return prior to completing the state return.
If it still goes in circles.  Sign out and go back in.
If it continues to happen, just choose the print section and then print selected forms and choose the state return.

I am just another user.
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