There should be an option after finishing your Federal Return to start your State Return, you should be able to select "No, I do not want to move on to state."
If you do not want to e-file your state return, and your state does not have an e-file requirement then you can print out the return and mail it in. Luckily, the online program does not have an e-file fee, merely a preparation fee which you must pay regardless. Since there is no e-file fee for the online service you are using most people like to e-file it.
If you are concerned about e-filing the state because you do not have the money to pay, yo can still e-file the state and send in a check later. Many people do not know but you can always e-file your Federal and State Returns first, and pay later. While it is better to pay with your return, sometimes life happens and you do not have the means. If this is the case it is still good to e-file the return in case you get an e-file rejection, so that you can correct any errors and make sure your return if filed on time.