Ayaldir,
There's a good resource article on setting up shipping rules in Store Manager that you should check out: http://office.microsoft.com/client/helppreview.aspx?AssetID=HA102462461033&ns=OFLV20&lcid=1033.
In addition we are also just about ready to release a video demo of how to do this. I'll post a link to the demo when it's available.
But to answer your question, I would recommend setting up 'weight-based' shipping methods. This allows you to setup a rate table based on the weight of the order and where it's being shipped. In the current version of Store Manager you can specify varying rates by US State and Country. We do not currently support setting up shipping rules based on zip code... but that's coming down the road.
Please let me know if you have any specific questions; I am happy to help.
- Mike