Unfortunately, you do not decide whether you are required to pay taxes or not. The federal and state governing bodies decide who pay taxes. If you either lived in the State of Virginia or worked in the State of Virginia, you would need to pay taxes to the State of Virginia. Here is a link for the State of Virginia Department of Revenue Filing Information.
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@Sandie123 Have you had that conversation with the employer? Why isn't the employer withholding state tax from your checks? Have you filled out a W-4 that shows that you want tax withheld? In an earlier post you stated that you claimed to be "exempt" which was your mistake.