Exclude a range of rows

The following query uses the keywords NOT BETWEEN to exclude rows that have the character range 94000 through 94999 in the zipcode column, as the result shows.
Figure 1: Query
SELECT fname, lname, city, state
   FROM customer
   WHERE zipcode NOT BETWEEN '94000' AND '94999'
   ORDER BY state;
Figure 2: Query result
fname           lname           city            state

Frank           Lessor          Phoenix         AZ
Fred            Jewell          Phoenix         AZ
Eileen          Neelie          Denver          CO
Jason           Wallack         Wilmington      DE
Marvin          Hanlon          Jacksonville    FL
James           Henry           Brighton        MA
Bob             Shorter         Cherry Hill     NJ
Cathy           O'Brian         Princeton       NJ
Kim             Satifer         Blue Island     NY
Chris           Putnum          Bartlesville    OK