If you don't currently have the Counties that the zips are in, it's more complicated.
If your records contain the County, you can just group by County.
If not, as Kallen suggested, you can create a table which contains the zips and counties (there are probably free tables on the web somewhere...) and join to it, then group by County.
The alternative would be to create an ugly formula which has something like:
If (table.zip} in ["12345","12346","12347","12348"]
Then
"Somecounty"
else
if (table.zip} in ["12349","12350","12351","12352"]
Then
"Anothercounty"
and group on this formula.
-k
kai@informeddatadecisions.com