Start from the main Nav screen and select New Destination.
Select Find Address on that screen.
"City or Zip Code" will be highlighted on the 2nd line of that screen. On the line above that will be County (for me it shows United States, Indiana for you it will be US, NY).
Select that top line.
Now either start to enter United and it will go to a list of all 50 states, or type in the first few letters of the state you want to look at and it will show you a short list of states that begin with those letters. Select the state you want and you're on your way to finding your destination.