You may not need to file a state extension. Often times the state grants you the extension when you file your federal extension. However, you need to check with your states Department of Revenue for their extension requirements.
You can't do the state without the federal. The federal information flows to the state so you'll have to enter the information. Is all your info in the federal or are you waiting for additional forms? You won't be able to e-file. You'll have to mail in your state income tax return.