Hi,
You should also select the zone on which the shipping methods are available (for example, if you zip codes are for the USA, you should restrict the shipping methods to the USA zone). Then, you can set another zone int he "main tax zone" option of the configuration.
We'll change a bit the code of the manual shipping plugin for next version so that if the method has a zip code limitation set and that an address has not yet been entered, the shipping method is not displayed, without having to deal with zones settings