Do not file form not final

That's short on explanation, so I may be guessing a bit.

So you efiled, and are you now printing for your records? What specific form has the Do Not File watermark?     Is it a Federal or state form?  If state, what state? 

Have your efiled returns been accepted?

It's possible for some forms to be ready for efiling prior to being ready for printing.   TurboTax should not let one efile if a form is truly not ready for efiling.   If a form is truly not ready, one would encounter a roadblock and a message that one can't efile.

And sometimes after efiling, the PDF one downloads at the Tax Home can still have the watermark due a delay in updating the PDF, while a PDF obtained from inside the return may not have the watermark.   We may be able to tell you what to do when you explain your situation and answer the questions I asked above.