Does this DFA describe this regular expression?
For something to be a DFA, it should have transitions from every state for every letter in the alphabet. Your alphabet is {$a, b$}, so every state should have a transition for $a$ as well as $b$, e.g., your state 2 does not have a transition for $a$. Complete your DFA and you'll get what is that 5th state that you are missing.