The color of each state indicates how frequently you will find someone with this surname in each state. For instance, if a state is colored red, then 1 in 100 people (or more) in that state have the surname. Similarly, yellow means approximately 1 in 300 have the surname, green means 1 in 1000, and blue means 1 in 10,000 (or less).
The source of this data is the 1850 Census, 1880 Census, 1920 Census, and 1990's phone books. Note that the Census data is a sampling of 1 in 100 names, so the 1990 data is the most accurate.