Mississippi does not tax veteran disability pensions. Military disability retirement pay received as a pension, annuity or similar allowance for an injury or sickness resulting from active service is not counted as taxable income. This also covers VA disability compensation and pension payments made to you or your family, grants for a home designed for wheelchair living, grants for a vehicle if you lost your sight or the use of your limbs, and benefits under a dependent-care assistance program.
There is nothing to apply for. Leave these payments out of the income you report on your Mississippi return. IRS Publication 525 explains which payments qualify.
Your VA award letter showing the payments and what they are for.