How to quickly setup zones for US??

You can do that really quickly in HikaShop.
Go in the menu System->Zones, filter your zones to display only countries using the dropdown on the right of the page, change the pagination to display 500 elements, select all the countries with the global checkbox at the top of the listing and finally click on the unpublish button of the toolbar and all the countries will be unpublished. Then, just publish the USA and you're done.
You don't need to unpublish the states of other countries.