You can license two states for unlimited use over all returns.  You can either pick the States when you set up the program, or wait until you actually want to file/print the a tax return with that State.

You will want to license the two States that you will use most, as they are unlimited use over all of the tax returns that you prepare.  If you prepare a tax return that needs a State beyond the two that you picked, you will need to pay for it on a Pay-Per-Return basis for each tax return.