International student J1 visa_turbo tax?

I am an international student on a J1 visa and i have been in the U.S studying for less than a year. I mistakenly filed for my tax returns using the online turbo tax and wasn't informed/made aware that it is only for U.S citizens to use until just recently i came to know that it isn't the right way to be filing for my tax returns. Both federal and state returns were accepted through turbo tax, and I've only received the federal return but the state return has yet to come through. How can i correct this, (amend for this mistake) and properly file for tax returns?also are there any serious penalties i need to be worried about?