You can download all the states you want, you'll just have to Pay Per Return to print or Efile them.
Heres the fee list
ProSeries Basic allows you to register up to four states at no additional cost. You do have to pay on an individual basis for any additional returns for states outside that list.
So this means you need to be strategic about your approach. Don't register a state for which you are only going to file one return this tax season, even if you only have two states registered at this time.