You can build a select that you can export then import via phpMyAdmin ...
Make your new Zone for: The Rest of the World
In phpMyAdmin run this select statement:
SELECT countries_id as zone_country_id, 0 as zone_id, 2 as geo_zone_id FROM countries WHERE countries_id !=223
NOTE: this assumes that 2 is the new geo_zone_id that you made for Rest of the World and when in the Admin it would match the zID in the URL if you click on it in the Zone Definitions ...
Export that list to a file ...
Backup your database before doing this ...
Edit the file you created on the export and change the table name from countries to:
zones_to_geo_zones
Import that file and it should build the rest of the world for you ...
Your import file for all countries except the US or 223 should be similar to:
INSERT INTO `zones_to_geo_zones` (`zone_country_id`, `zone_id`, `geo_zone_id`) VALUES
(1, 0, 2),
(2, 0, 2),
(3, 0, 2),
(4, 0, 2),
(5, 0, 2),
(6, 0, 2),
(7, 0, 2),
(8, 0, 2),
(9, 0, 2),
(10, 0, 2),
(11, 0, 2),
(12, 0, 2),
(13, 0, 2),
(14, 0, 2),
(15, 0, 2),
(16, 0, 2),
(17, 0, 2),
(18, 0, 2),
(19, 0, 2),
(20, 0, 2),
(21, 0, 2),
(22, 0, 2),
(23, 0, 2),
(24, 0, 2),
(25, 0, 2),
(26, 0, 2),
(27, 0, 2),
(28, 0, 2),
(29, 0, 2),
(30, 0, 2),
(31, 0, 2),
(32, 0, 2),
(33, 0, 2),
(34, 0, 2),
(35, 0, 2),
(36, 0, 2),
(37, 0, 2),
(38, 0, 2),
(39, 0, 2),
(40, 0, 2),
(41, 0, 2),
(42, 0, 2),
(43, 0, 2),
(44, 0, 2),
(45, 0, 2),
(46, 0, 2),
(47, 0, 2),
(48, 0, 2),
(49, 0, 2),
(50, 0, 2),
(51, 0, 2),
(52, 0, 2),
(53, 0, 2),
(54, 0, 2),
(55, 0, 2),
(56, 0, 2),
(57, 0, 2),
(58, 0, 2),
(59, 0, 2),
(60, 0, 2),
(61, 0, 2),
(62, 0, 2),
(63, 0, 2),
(64, 0, 2),
(65, 0, 2),
(66, 0, 2),
(67, 0, 2),
(68, 0, 2),
(69, 0, 2),
(70, 0, 2),
(71, 0, 2),
(72, 0, 2),
(73, 0, 2),
(74, 0, 2),
(75, 0, 2),
(76, 0, 2),
(77, 0, 2),
(78, 0, 2),
(79, 0, 2),
(80, 0, 2),
(81, 0, 2),
(82, 0, 2),
(83, 0, 2),
(84, 0, 2),
(85, 0, 2),
(86, 0, 2),
(87, 0, 2),
(88, 0, 2),
(89, 0, 2),
(90, 0, 2),
(91, 0, 2),
(92, 0, 2),
(93, 0, 2),
(94, 0, 2),
(95, 0, 2),
(96, 0, 2),
(97, 0, 2),
(98, 0, 2),
(99, 0, 2),
(100, 0, 2),
(101, 0, 2),
(102, 0, 2),
(103, 0, 2),
(104, 0, 2),
(105, 0, 2),
(106, 0, 2),
(107, 0, 2),
(108, 0, 2),
(109, 0, 2),
(110, 0, 2),
(111, 0, 2),
(112, 0, 2),
(113, 0, 2),
(114, 0, 2),
(115, 0, 2),
(116, 0, 2),
(117, 0, 2),
(118, 0, 2),
(119, 0, 2),
(120, 0, 2),
(121, 0, 2),
(122, 0, 2),
(123, 0, 2),
(124, 0, 2),
(125, 0, 2),
(126, 0, 2),
(127, 0, 2),
(128, 0, 2),
(129, 0, 2),
(130, 0, 2),
(131, 0, 2),
(132, 0, 2),
(133, 0, 2),
(134, 0, 2),
(135, 0, 2),
(136, 0, 2),
(137, 0, 2),
(138, 0, 2),
(139, 0, 2),
(140, 0, 2),
(141, 0, 2),
(142, 0, 2),
(143, 0, 2),
(144, 0, 2),
(145, 0, 2),
(146, 0, 2),
(147, 0, 2),
(148, 0, 2),
(149, 0, 2),
(150, 0, 2),
(151, 0, 2),
(152, 0, 2),
(153, 0, 2),
(154, 0, 2),
(155, 0, 2),
(156, 0, 2),
(157, 0, 2),
(158, 0, 2),
(159, 0, 2),
(160, 0, 2),
(161, 0, 2),
(162, 0, 2),
(163, 0, 2),
(164, 0, 2),
(165, 0, 2),
(166, 0, 2),
(167, 0, 2),
(168, 0, 2),
(169, 0, 2),
(170, 0, 2),
(171, 0, 2),
(172, 0, 2),
(173, 0, 2),
(174, 0, 2),
(175, 0, 2),
(176, 0, 2),
(177, 0, 2),
(178, 0, 2),
(179, 0, 2),
(180, 0, 2),
(181, 0, 2),
(182, 0, 2),
(183, 0, 2),
(184, 0, 2),
(185, 0, 2),
(186, 0, 2),
(187, 0, 2),
(188, 0, 2),
(189, 0, 2),
(190, 0, 2),
(191, 0, 2),
(192, 0, 2),
(193, 0, 2),
(194, 0, 2),
(195, 0, 2),
(196, 0, 2),
(197, 0, 2),
(198, 0, 2),
(199, 0, 2),
(200, 0, 2),
(201, 0, 2),
(202, 0, 2),
(203, 0, 2),
(204, 0, 2),
(205, 0, 2),
(206, 0, 2),
(207, 0, 2),
(208, 0, 2),
(209, 0, 2),
(210, 0, 2),
(211, 0, 2),
(212, 0, 2),
(213, 0, 2),
(214, 0, 2),
(215, 0, 2),
(216, 0, 2),
(217, 0, 2),
(218, 0, 2),
(219, 0, 2),
(220, 0, 2),
(221, 0, 2),
(222, 0, 2),
(224, 0, 2),
(225, 0, 2),
(226, 0, 2),
(227, 0, 2),
(228, 0, 2),
(229, 0, 2),
(230, 0, 2),
(231, 0, 2),
(232, 0, 2),
(233, 0, 2),
(234, 0, 2),
(235, 0, 2),
(236, 0, 2),
(237, 0, 2),
(238, 0, 2),
(239, 0, 2),
(240, 0, 2);