Your state describes the level of emotional arousal and alertness you are experiencing at any one time (thats a definition off the top of my head). You could be sleepy and content, anxiously frantic, focused and motivated, they would all be states.
Getting into the right state is an interesting one. Right for what?
One answer for controlling your state is indeed a basic anchoring exercise. You'll see lots of exercises scattered around the web suggesting you remember a good time, see what you saw, hear what you heard and squeeze a finger and thumb together to "anchor" the state. Like Pavlov's dogs. However, some people find it difficult to get results from this kind of thing, especially without a practitioner, or a CD to guide them through it with gusto and power.
As an alternative suggestion (one I'm borrowing from Michael Breen, who got it from a Tibetan Llama etc!!), try this.
Look around you right now and find something, anything in your environment you're grateful to have in your life. A cup of tea, a pair of shoes. Something that serves you well. And just enjoy that little thankful feeling of that being in your life, however insignificant it may be. And then move onto something else. Thinking of the history of that objects manufacture, and everything that brought it to be with you now. See what aspects of it you particularly like. Like my cup, that's white and shiny, and has faithfully and proudly held lots of cups of hot tea for me. And you can even move on to aspects of your life you're grateful for, aspects of your health, your strengths, the things you really like doing in your life. And just welcome all of it in the spirit of openness and gratitude. You might even begin to smile and enjoy a nice fuzzy warmth.
Do that for five to ten minutes, and notice how your "state" has changed. Just through a simple exercise. And notice how other aspects of your life might start to seem different when you look at them from within this state. How what you termed problems might seem a little less important.
That's an introduction to state management. Hope it answers your question.