Resident vs. non-resident tax?

In 2008, I filed tax return in both Illinois and Michigan, and now, Illinois is asking me to consider my whole gross income as Illinois income, therefore, my Michigan residency would be a "temporary absence", and not a full residency. So, I would owe Illinois tax, but what about Michigan? Can I ask them to return to me the rest of taxes they withheld from my income? (given that I could not be considered a Michigan resident in 2008)