How to enter the interest owed for Federal and state of IL and MA

Yes to Federal, no to IL.

As for Federal, open the Late Penalties Worksheet.  You can enter the interest rates and the program will do the calculation.  Note- the program calculation and the IRS calculation are usually off by a small dollar amount.  I think the IRS uses pennies for this compounding while the program rounds, but I am not sure.  It really isn't a problem if your client owes, in which case IRS won't come after him for a few dollars, or if your client is getting a refund, in which case IRS will take the money and send a few dollars less to the client.  It is a problem if you apply the overpayment, because if your client doesn't tell you about the notice showing the change because they thought it wasn't important since IRS just changed the carryforward by a few dollars, then your next year's return will start off wrong and may result in more notices.

As for IL, the program does a good job on the late penalties but does not do interest.  And IL does not forget about that.  Saw plenty of notices for interest this past tax season.