Postal Codes for customers addresses

 When I enter a postal code in the customer addresses window, appears a message that tells me that for this postal code there is more than 100 citys, and then appear a list of values with 100 citys. But in that list of values, there isn't the city I want to enter for that address. But I've set up the city I want in the states and citys window.
Can you help me?

Thanks