I have a small return from a state other than my state of residency. Do I fileven income tax in that state?

It depends.  Whether or not you file the return depends on whether your return is required in your nonresident state.  The laws on filing requirements vary greatly from state to state on this.  Most states, however, will generally require you to file a nonresident return with them if you are required to file a Federal return.  Having said this, you do have the option to not file a state with TurboTax if you choose.  But you will want to be aware that you may still be required to file.  (If you'd like to comment the state in question and the amount made, I can indicate if you are required to file there or not).