Zones and Shipping Methods

My client want to ship only in my state wich is Asturias in Spain,
Asturias has also 30 substates
and of those 30 substates only want to ship in three
so my question is:
first: how should i create the substates
second: in shipping method how should i create the shipping for those places
third: can hikashop, in case of the client sets an adress from none of those substates allowed, display a message saying something like we do not ship to this place, dont continue with the order?

Fourth: if i just want to have spain as country in registration and other places is there a faster way to do it instead of selectin and unpublis all the other zones?

Thank Nicolas i´ll do it that way, but i really dont understand properly how zones and shipping works,
so if you can explain me the question as i wrote it would be easier for me.
I have another project in wich i have to create a store to Santiago de Chile in Chile wich only in Santiago it has 25 districts with different shipping prices, i would like to learn hot to do it f.e. if they choose santiago as state and then they have to choose the district and then show the price.

Same as before example, Asturias, its districts and shipping methods. Thanks

I´m back again trying to undestand how can i work with that.
In the regions can i create a subregion in asturias with al the subregion, so if you select
Country :Spain
State Asturias
Region: Oviedo
creating all of them manually?

Ok understood but i have another question
For example in spain there are 2 zones spain
And spain overseas if i want to divide it in two fares
How can i do it?

You'll have to create 2 sub zones through "Hikashop->System->Zones" and add them through the "zone" restriction of your different shipping methods.