The address on my W-2 is different than my current address, is this problem?

No, the address on your W-2 may be different from your present address. In Sprintax you should enter your present address only - on Step 2 - Getting to know you - Your address.

Having a different address on your W-2 form would not affect your tax filing in general, however, do make sure that once the tax returns are generated at the end of the process, you'd have the correct address listed on your documents.