Are you still typing cities and states? We hope not! Remember that you should just enter the Zip/Postal code in the City field (there's no need to move all the way to the Zip field) -- the City, State, Zip, and even the Country will be filled in as soon as you press Tab or Enter. It may take a little getting used to, but it will sure speed up data entry and reduce mistakes.
Note: The new zip/postal code data will only work with the newer version of the software -- and it's installed automatically when you upgrade, so you don't have to do any extra steps.