SoI live in Massachusetts and work in nh so no state tax gets taken out of my check is there any way I can have them take it out?? Instead of paying my while return% will probably make 15000 this year if that matters and I pay student loans again if that matters

Ask your employer if he can withhold MA taxes. He may not want to as it would require him obtaining a MA tax ID and filing paperwork every quarter. If you're the only employee who lives in MA he may not be willing to make the effort, but it doesn't hurt to ask.

If he won't withhold MA tax for you then you should be filing estimated income tax payments with MA every quarter. If you plan it right you should owe little or nothing at the end of the year. The tax rate is a flat 5.3%, so on $15K income you can expect to pay about $800 for the year, or about $200/quarter. Then when you file your MA tax return in January 2013 you can see if this was too much or too little and adjust accordingly for 2013 estimated payments.

Ask your employer to withhold Massachusetts state income taxes. Since you LIVE there, he is legally supposed to do that withholding.