If your getting an error message "Please enter a valid Payer's State Number", you are not entering in the correct format for your State. You can find the correct State ID format on any letter from your state or contact your state for this information. Your State may participate in the (CFSFP) Program.
Please see attached PDF in this support article for your State ID validation/format and/or State revenue dept listing.
Does the software offer direct-to-state filing?
See > Direct-to-State-Filing-Combined-Federal-State-Filing-Program
How do I Enter my State ID in software?
See > How-to-Enter-State-ID-
Do you file W2 Form with the State?
See > Do-W2-s-get-Filed-with-the-State-Direct-to-State