In Regional, web designers are generally listed in the locality where they are physically located, not at the state level. http://www.dmoz.org/Regional/North_America/United_States/Business_and_Economy/Computers_and_Internet/Web_Design_and_Development/ just consists of links to the web design subcategories that exist directly under the appropriate states -- most of the states do not have web design subcategories and so can't be linked to from the US one.
Browse from http://www.dmoz.org/Regional/North_America/United_States/ to the state where you are located and then to the locality where you are located. If a Business_and_Economy/Computers_and_Internet/Web_Design_and_Development category exists under that locality, suggest your site there; otherwise, suggest it to the nearest parent category, i.e. Business_and_Economy/Computers_and_Internet, Business_and_Economy, or the root of the locality if the locality has no business subcategory.