Go under File at the top. second section, below "Go to State/City"...and a couple more is "Remove State/City", choose and it will list all the states that are attached, highlight the one you want to delete and confirm you want to delete it.
I have the same issue and don't see the second section either. My client no longer needs a state return filed as he moved to FL. I have changed his home address and clicked file federal return electronically only, so there is no reason LA should be showing up on his W-2 and thus creating an error. I can't clear it to file it.