Tesla,
From what I can see, the sql file creates a table called zen_tax_rates_local. The problem here is that unless your store uses "zen_" as a table prefix, it wont work with the mod.
So you need to go into the database and rename that table with whatever you used for a table prefix (or delete the "zen_" in the table name if you didn't assign a table prefix for your store).

Hope that makes sense.

LadyHLG