Help with Geo and geocoding

On the Geo project page (http://drupal.org/project/geo) It says you can "Download shape data from the U.S. census or any other source, and import this data into your site. Once you've done that, you can create a dropdown field in CCK that references this information. For example, import a list of county boundaries, and let your users select their county by name."

I have some shapefiles and have uploaded them but I am not sure where to go from here. I have tried adding a Geo Data reference field for cck to my content type but the second dropdown when adding the field "Form element to edit the data." is empty.

Has anyone set this up successfully?

I have some nodes with address fields, some with cross street data, etc. I downloaded some county GIS boundaries and I want my nodes to automatically geocode into the correct county based on the given info.