I think you need a driver for the zen, it's probably not reconized as a drive because of copy protection. I had the same problem with my Dell Jukebox. Now that's it's configured properly, it's works the same under linux as it does on windows.
Check out this
link to get your zen working under linux.
You should be able to transfer music files and use it as an external hardrive.
Good luck. Please post if you don't know how to do something.