A few notes first

Dundas maps uses shapefiles to define areas within the map.

If you open the map properties, click the advanced tab, you should see the shape objects in the drop down box

Check that the name of each shape object corresponds to the values in your database. You don't want to and can't match "NY" to "New York State"

You'll also need to make sure that you have the relavent shape files loaded.

I'm based in the UK and all we get with dundas maps is Scotland, England and Wales (for the mainland), there is nothing at a lower lever than that.

I managed to dig out a free source for the English counties, however at postcode (zipcode) level there are no free resources and so I've not been able to experiement at that level. However I can assure you that loading shape files for that fine a grain will be problematic!

To bind data to the shapefiles

In the data tab you'll need to

specify the dataset name - this being the report dataset

specify the fields and do any manipulation on the values, e.g. rounding decimals down to 2 places

Set the row groupings - as you would with a regular SSRS chart

Set the binding field - this is the column name you specified in Fields which will bind to the Name property of the map shape.