Fireworks button symbols you to create only 4 states for each object: Up, Over, Down, and Over while down. Are you creating buttons or some other kind of symbol?
@Linda: I think the user is referring to the States panel (a.k.a. Frames), not to the states within a button symbol.
@the6step: Check the Layers panel fly-out menu. Are any "sharing" options enabled for the current layer? If so, deselect them. As long as sharing is enabled, changing an object in one state will affect all states.
Hope this helps!
Ah ha! Thanks Groove25. :-)