one wordpress site for each states

I want to list directory listings for each state in one wordpress site. It should be mydomain.com/newjersey mydomain.com/newyork etc. How to do that.
I want to do like http : // orcalocal .co . uk/ but it is not wordpress.

 

With the new version from WP you can create a network. http://codex.wordpress.org/Create_A_Network

 

I changed the wp-config and htacess. but how to create subdirectory wordpress site.

 

You need to read up on creating a network. You aren't creating sub directories, they are actually individual Wordpress sites, but if you use the same theme on each it can appear to be the same site.

As a network, you can administer all of the sites from the same Admin panel.
When you set up your network, you will be given the option of sub-domains or directories.

An easier way may be to just use a directory script.

 

Iam using http: // www. premiumpress.com/ directory script. Is it possible to do with that as i want.

 

You are really going to have to read the specs and see.
I don't know this one specifically enough to be able to tell you if it will do what you want...you are going to have to determine that yourself.
Try asking in the scripts support forums.