This occurs because, as Puerto Rico is not a state, income derived there is not taxable by the IRS.
If the taxpayer is a US resident with income from Puerto Rico, make sure you answer the question Are you excluding Puerto Rico income from this tax return? correctly.
Although Puerto Rico income is not taxable, it must be added back when figuring the modified AGI for some credit limits. Ultimate Tax handles those calculations for you.
If the taxpayer is a Puerto Rico resident who is filing for extra benefits and credits from the US Government, you would mark the 1040PR check box at the top of the Main Info page. Form W2PR is then used, and it will be checked off. Any normal US forms are not checked, because they would not apply in the event that Form 1040PR is the correct form to file.
Note: There is no way to file both Form 1040 and Form 1040PR.
Additional information on Bona Fide Residents of Puerto Rico can be found at: http://www.irs.gov/pub/irs-pdf/p1321.pdf
This information applies to all years of the UltimateTax software.