I dont recommend changing it to a text box, it would be much better to just edit the list contents to show the state or province names you wish to offer.
But if you really want to change it to a text box, select the list in design vign and make not of the name. then delete the list, insert the text box and change the name of the text box to be the same as the list name was. Keep in mind PHP is case sensitive. If the name of the list was "state_province" make sure not to name the text box "State_Province".