Pennsylvania Military State Tax. My tax was withheld and should be credited back in my return, due to my active duty status.

Military pay received while on active duty or training outside of Pennsylvania is not taxable - you are correct.  In TurboTax, when going through Personal Info section, be sure to select that you a member of U.S. Armed Forces and select PA in the Tell us the state(s) you live in section.  When your W-2 is entered, be sure to check the box Active duty military. That information should be transferred to PA tax return.  

Also, when going through PA return, you will be asked to verify your W-2 income (see pic). Please be sure to check the box Entire amount of this is not taxable in PA.  This will ensure the refund of your taxes withheld. Along with your PA return, submit copies of your military orders and explain where you earned active duty pay.

More information for PA military members:

http://www.revenue.pa.gov/FormsandPublications/FormsforIndividuals/Documents/Personal%20Income%20Tax...