I'm assuming that you already have some kind of reference to attribute the zips to relevant counties.
The easiest option, if you have it, would be to save a zip list with corresponding counties to a txt file, and load the file into a parameter.
Alternatively, you could convert this with an If/Then/Else parameter conversion in the Select Expert, but a more straightforward way to do this if you only have zip data is to base a parameter on the zip field, and in the description of each value, enter the corresponding county. Set the parameter so that the description is displayed instead of the value at runtime.
I don't really fancy this, or any of your available options if you have no online reference file, as obviously if you have loads of zip codes, you'd better think about cancelling any plans you had for leaving work early. But, being as your data sounds pretty limited, then so are your options, I'm afraid to say.
It might be an idea to trawl through Google for some kind of zip-to-county legend (like
copy it into a txt file, and use the file for your parameters. You might be sailing pretty close to copyrighting/permission requests - but there you go...
Naith