401 k lump sum payout.... worked/lived in MD, then moved to VA... is 401k taxed for state as well as fed????

Last year I lived in MD and had a 401 k with my company. I then got a new job in May 2007 in VA so.... I quit my MD job, and moved to VA. Within a month (June) I decided to cash out that 401 k from my old company in MD. Ok... I know that along with the early withdrawl charge for the 401 k company itself, that I have a 10% federal tax pentalty for the early withdrawl, which I factored in recently when doing my Federal taxes. My question is.... do I also have to factor in another penalty for early withdrawl from the state taxes??????
If so... because of my move... I have to file both MD and VA state taxes. I had the 401k while I worked in MD however, when I moved, I submitted a change of address (to VA) and then cashed out my 401k so the 401k check and tax statement has my VA address on it, even if it was when I worked in MD. Which state would I claim it with. And is it listed as "additional income" on the state tax form????