Error SQL Syntax

Why does my new CiviCRM install display a non-recoverable database error when I try to view any menu item?

If you are seeing the error message below when you try to view a CiviCRM page on a new installation, the most likely reason is that you have not yet loaded the required civicrm_data.mysql script. This script loads fixed data values into the country, state, location type, and other tables.

Refer to Installing CiviCRM onto a Server for details on loading this file.

Error message when fixed data is not loaded:

    Sorry. A non-recoverable error has occurred.

    Database Error Code: You have an error in your SQL syntax. Check the manual that 
corresponds to your MySQL server version for the right syntax to use near ') ORDER BY  name'
at line 1, 1064

    Return to CiviCRM menu.

error

Array
(
    \[callback\] => Array
        (
            \[0\] => CRM_Core_Error
            \[1\] => handle
        )

    \[code\] => -2
    \[message\] => DB Error: syntax error

    \[mode\] => 16
    \[debug_info\] => SELECT  id, name  FROM civicrm_state_province  WHERE country_id  IN ()
ORDER BY name   \[nativecode=1064 **  You have an error in your SQL syntax.   Check the manual
that corresponds to your MySQL server version for the right syntax  to use near ')    ORDER BY
name' at line 1\]