To make the 48 states you pick the country US and pick the first state and add it and keep doing it until you have all 48 states and DC ...
For the countries you need to pick each Country and for the Zone select All Zones ...
Do all countries ...
A quick way to do the US 48 is on post #8 of:
http://www.zen-cart.com/forum/showthread.php?t=83677
For the Rest of the World you can use in the Tools ... Insert SQL Patches ...
Code:
INSERT INTO geo_zones (geo_zone_id, geo_zone_name, geo_zone_description, last_modified, date_added)
VALUES (40, 'Rest of the World', 'All Countries Except United States 48', NULL, CURDATE());
INSERT INTO zones_to_geo_zones (zone_country_id, zone_id, geo_zone_id, date_added)
SELECT countries_id , 0, 40, CURDATE()
FROM countries
WHERE countries_iso_code_3 NOT IN ('USA');
That will build the Zone for you for Rest of the World ...
Then add Country US and Alaska and Hawaii ...