Ajeh's point is well-raised. Giving default shipping rates to a generic destination isn't very accurate.
nevertheless, if you must set defaults, edit /includes/modules/YOUR_TEMPLATE/shipping_estimator.php
around line 37 you'll see:
Replace the ''at the end of the two lines with the appropriate values, as shown in red. Leave the middle line alone.
$zip_code = (isset($_SESSION['cart_zip_code'])) ? $_SESSION['cart_zip_code'] : '';
$zip_code = (isset($_POST['zip_code'])) ? strip_tags(addslashes($_POST['zip_code'])) : $zip_code;
$state_zone_id = (isset($_SESSION['cart_zone'])) ? (int)$_SESSION['cart_zone'] : '';
The first value is a zip code.
The second value is the NUMBER of the zone associated with the state you want selected. (from the Zones section in your Admin)