How can I change enum based system to object oriented structure ?

I have a enum based and complicated structure. I want to change my structure with object oriented structure. You must know this there are too much states. So I searched in Internet and I found solutions like that http://blogs.microsoft.co.il/gilf/2009/11/22/applying-strategy-pattern-instead-of-using-switch-statements/,

Ways to eliminate switch in code .

When I applied this solutions, there will be too much classes. What do you think about it, Should I applied like that.