I hope this works in Excel 2003 (I’ve been using 2007 for a little too long!)
The easiest way to do this would be to use Excel’s Auto-Filter feature. Highlight the row in your spreadsheet that has the labels (field names) for all the columns. Then, go to the Data menu and select Auto-filter.
Then, select the drop-down menu on the zip code field. You should be able to choose the zip codes you want to see (and de-select the ones you don’t.)
If I’m confusing Excel 2003 and 2007, this may only let you sort by ascending/descending order, etc. If that’s true, then try the “Advanced filter” option.
In the “Data” menu choose “Filter.” Choose “Advanced Filter” from the drop-down list, then choose the options you want.