Revisit Zip Code Lookup

I have a table of 41,000+ zip codes, with city and state.

What I would like to do is have the user start entering the zip code and when they have finished, the field would show the city and state for that zipcode and the user can select which is correct. Then the app could fill in the city and state fields also.

I understand the autofill part, but I can't seem to get the app to show me say for example the if the user enters 01062 for the zip code, there are two cities that are possible for that zip code.

I tried edit box with Ajax, but it didn't work either.

Using SQL Server though I don't think that matters.

I can create a demo project if that helps.