Zen Load Balancer is distributed in a standard ISO format built on top of the common Debian Linux distribution. If you are familiar with this distribution or even just installing software from an ISO file then you should have no problems installing Zen. Most commonly you can burn the ISO file to a CD to use for the installation using any common CD burning software or mount the ISO to a virtual CD ROM in your virtulized infrastructure to begin installation.
Simply follow the on-screen prompts to choose your regional settings, enter your networking information and account details. Finally choose the disk configuration (a Guided option is provided for first time users) for your server and choose to install Grub as a bootloader or not. Once installation is complete you will be prompted to remove the installation media and reboot. As soon as the system reboots you will be ready to start using Zen.