Simply changing the zip code in your Receiver's setup menu will not enable to receive out-of-market sports broadcasts. You would actually have to move to a new address in DirecTV's billing records.
Sony SAT-T60 120GB (v3.5b)
HR20-700, HR20-100, HR21-200 HD DVR
HR10-250 HD DVR 400GB (v6.4a)
H21-200 HD Receiver
R10 DVR 160GB (v6.4a)