I am creating a shaped map from a dataset with two columns, Zip Code and Count. I am able to get the map to be shaded by zip, but I would like the map to start out shaped by State and then allow me to drilldown to the region and then zip. No matter what the zoom level is, the map is only shaded zip code. I have set ShowDataBy parameter to geoShowByZoomLevel which should set the map to behave the way described above. See the following code...

MyDataSet.DisplayDataMap geoDataMapTypeShadedArea, MyDataSet.Fields("count"), geoShowByZoomLevel
MapApp.Application.Visible = True

Once MapPoint is active I am able to open the properties, select map type and click finish. The map then drills to the different levels as desired.