I was arrested in Va and was incarcerated in Va. Upon release they transferred my probation to IL. I have just gotten a letter from IL, four months has gone by and no contact with probation until now. I have the choice to have my probation denied and sent back to VA. If I did this what are the possibilties that could happen? Would they make me go back to VA? Also I could pay off all of my fines could they release me and put me on unsupervised? If I was forced to go back to Va could I get on unsupervised easier?

If you are on "probation", then your probation officer could answer your concerns.
If all else fails, do get in touch with each of the States' criminal divisions for advice explaining what you have, and are facing. Once they know where you are, then you need not be so conerned someone will knock at the door to take you back to incarceration.

If it is just a matter of paying off fines, then do make arrangements to do just that.
Responsibility is the first sign you are facing up to what is expected by the courts.

If you get any kind of runaround, go directly to your nearest police station and clue them in on your predicament. They can then take it where the problem lies. At least, then the local law knows where you are and can get in touch with you.

I was a probation officer for seven years in Maryland and can guarantee you that if you have not had any contact with a probation officer in four months it is quite likely that a warrant has been issued for your arrest for violation of probation. When your probation was transferred to another state, you should have gotten a notice to report with specific instructions as to who and when to report to when you got to IL.

You say you have a choice as to whether your probation will be in IL or VA, in my experience the probationer does not have this choice-where you live will be where your probation is supervised if both states approve of that arrangement. If the state that placed you on probation doesn't agree to have it supervised by IL, you may be forced to return or face further consequences.

Probation is not normally changed to unsupervised until all the conditions are satisfied and the judge has some good reasons to make the change.

You need to contact the nearest probation office immediately and get the matter straightened out. Police departments typically know little about probation matters.