If you have a gray padlock showing in your Send Returns window next to a state return, this is an intended feature.
This is to ensure that there are no mix-ups during transmission and that the state doesn't go before the Federal. This padlock can be unlocked by sending the Federal return first, and letting that get accepted. Then, the padlock will go away and the State return will be ready for sending.
This information applies to all years of the UltimateTax software.