1) in "Destination zones" I added a new zone called "Connecticut" which includes only 1 state: United States, Connecticut
2) In "Taxing system" menu I added new tax called "TAX (CT)"
3) in "Add tax rate" I added new tax rate 6% applicable to Zone "Connecticut".
Your tax rate is set. Now you have to set products so this tax rate is applied to them.
Make sure you have your new tax highlighted in Modify product -> Apply taxes list box. After you added tax to the store, it is listed there but you have to highlight it and save the product to make it taxable for that tax. You can do mass modification using Modify selected button in Modify product menu. Do not forget to backup your database before any mass update or import.