Ok - here's my theory ...
Similar to how you limit your map to just the 48 continental states, by eliminating Alaska, Hawaii, and Puerto Rico, using ... set maps.states(where=(state not in(2 15 72)))
You'll need to make sure your zipcode list only contains zipcodes from the continental US - if that condition is met, then (on a good day) you should not need any special gproject options to project your map and your zipcode lat/longs.
*But* there is one caveat ... in v9.2 the lat/long for 2 zipcodes in New Jersey was inadvertantly "reversed" in sashelp.zipcode, and therefore if you have a v9.2 sashelp.zipcode file then you'll also need to eliminate those two. Here's some code that does both of the above (pretending that sashelp.zipcode is your customer data)...
data temp; set sashelp.zipcode
(where=(
zipstate(zip) in
(
'AL' 'AR' 'AZ' 'CA' 'CO' 'CT' 'DC' 'DE' 'FL' 'GA'
'IA' 'ID' 'IL' 'IN' 'KS' 'KY' 'LA' 'MA' 'MD' 'ME'
'MI' 'MN' 'MO' 'MS' 'MT' 'NC' 'ND' 'NE' 'NH' 'NJ'
'NM' 'NV' 'NY' 'OH' 'OK' 'OR' 'PA' 'RI' 'SC' 'SD'
'TN' 'TX' 'UT' 'VA' 'VT' 'WA' 'WI' 'WV' 'WY'
)
and
zip not in (08403, 08402)
));
run;
You can download a new/fixed sashelp.zipcode from the SAS "Maps Online" website (I haven't tried that, so I'm not 100% sure), and also the problem is fixed in the upcoming v9.2m3 release of SAS. Here's a google search that'll help you find the SAS mapsonline page to download the new zipcode file that fixes the 2 bad NJ zipcodes:
http://www.google.com/search?&q=08403&as_sitesearch=support.sas.com
Or, you could also manually fix the 2 zipcodes' lat/long in the sashelp.zipcode file, by manually switching the x/y values for those 2 zipcodes:
ZIP Y X
08403 -74.537153 39.315216
08402 -74.506230 39.330254