Use =Ma, but then change the request to an Omit request to omit members from that state instead of including them. Repeat for each of the other New England states.
I'd also recommend getting rid of using Constrain, extend or Perform find steps with such stored criteria as there is a method that is more flexible (you can use calculations to create the values specified as criteria) and which does not require opening additional dialogs when you need to check on the exact criteria used.
See this thread for examples of this alternative approach: Scripted Find Examples
Thanks so much, Phil! I’ll see if I can make it work.