You'll go to the Settings -> Financial.
On this page there's a section called Financial Management. On the line "Sales Tax Presence" in that section, go ahead and choose your state or province. (You have to hold down your control or command button to choose more that one area if needed, if you don't hold down control or command and you try to select new options, it will erase all previously selected states. You must hold down the control or command key if you are wanting to have a sales tax presence in more than one state). Don't forget to save changes!
