If you want a state to continue after the battle, in the database, choose the state tab and then the state that you want to continue after the battle. In the middle of the screen there is a section called "Removal Conditions". "Removal Conditions" is what you are interested in.
In "Removal Conditions" there is a tick-box labelled "Remove at Battle End". You need it unticked, so click on it until there is no tick in it.
It might be worth thinking about some of the other removal conditions, in case they will remove the state before you want it gone. "Remove by Restriction" means that the actor being affected another state might remove that state. If you don't want that then make sure that box is unticked as well.
If you don't want the state to be removed when the actor loses hit points in combat, you would want the "Remove by Damage" tick-box unticked. Unless you want the state to go away after the party walks around for a while, you would want the "Remove by Walking" box unticked as well. You would want "Auto-removal Timing" selector set to "None".
Might I suggest that you look at a few tutorials? Once you know a bit you will be a lot more comfortable trying things out on your own or reading the "Help" file. I think that Andar has links to some tutorials in his signature at the bottom of his posts.