>Does anyone have a program that automatically will check to verify a zip code and it's validity?

ZIP Code data is available online in a few different formats for free. However, most of these databases are going to be out-of-date, so check them for your specific needs.

If you're just talking about a generic validation for a textbox you can just ensure that it is either 5 or 10 chars long, all chars are digits except the 6th which must be a hyphen... plenty of slick regular expressions out on the web you could use for this sort of thing, but a couple IFs with a LEN(), AT() thrown in and you're there.