You usually have to prepare the other state returns before doing the resident state return.

In this case though, the software is prohibiting you from e-filing the MD return because MD has the reciprocal agreement to not tax residents of the other bordering state VA, and should not be withholding MD tax in the first place, so as far as the software is concerned, there is no MD income, so probably checking the "not required to File" box might get you in there, and provide the 505 NR form you need

You would be filing for a full refund on the MD tax, which Intuit appears to not to support in the e-file software, and is forcing you to paper file it for the refund. 

There will not be a credit to VA for taxes paid to other states because the taxes withheld will be refunded in full by MD.

If that doesn't work, you could try filing it directly on the MD website, if available, or print the form you need from there and paper file it with the return you get from Intuit.