Hey Samuel, thanks for the info. I can after selecting US, I can then select the State (ie: Maryland), then I have the ability to map by County in the State of Maryland, so I do have the ability to get to the granular level, so I am assuming I should be able to map my Zipcode data, that I have ZipCode, County, City, and State, so I should be able to bind the County Data to Counties on the Map.
Do you have any other Mapping controls you can recommend? I was looking at Microsoft's MapPoint, but no sold on that yet, from a SSRS standpoint. It works great as a one time data export.