There was one person called Yan'an among the fifth-generation descendants of Huang Di (the Yellow Emperor). Yan'an assisted Shun Di (the Shun Emperor) in governing his state. Due to his good services, Yan'an was given the land of Cao, (which is located at the present Lingbao, Henan province as legend says) and became head of a tribe with surname of Cao.
In the Xia Dynasty (2207-1766BC), the Cao tribe moved to the present Huaxian County in Henan province. During the Shang dynasty (1765 to 1122 BC), they again moved to Dingtao of the present Henan.
When establishing the Zhou Dynasty about more than 3,000 years ago, King Wu crowned his younger brother Shuzhen king of the Cao Kingdom in Dingtao and Cao'an's descendants were given the land of Zhudi (the present Zouxian in Henan and they established the state of Zhu.
Being small, the state was bullied by the state of Lu and finally defeated by the state of Chu in the 29th-generation king's rule.
Then the descendants again moved to Zhucheng, the present Huanggang of Hubei province, and later to the states of Qi and Lu. Hence came the surname Zhu in memory of their lost state. Cao'an became the primogenitor of surname Zhu.
By People's Daily Online