Thanks for the most helpful post yet as it addresses (via the link) the issue of non-PAE machines that may be able to run PAE-enabled kernels (mentioning specifically ThinkPads with Pentium Ms). The link provides good detail and can presumably work with any *buntu-based distro, including the Ubuntu 14 and Zorin 9 distros specifically mentioned in the original post.
Just as a matter of information/clarification, Bodhi Linux and LXLE both offer a true non-PAE option. Jeff at Bodhi is committed to supporting the older hardware, as is the head of LXLE. I know in the latter case the non-PAE version is built on Ubuntu 12.04 and updated to keep pace with the 14.04 base used in the PAE and 64-bit versions.
I made a point of mentioning LXLE because it is designed to address the same market niche as Zorin, has received top-notch reviews, and always surprises me when I play with it in Live mode as being incredibly complete, attractive and having selected default software intelligently. The only slightly controversial choice made in the lastest version (12.04.05) is to substitute SeaMonkey for the Firefox browser, Osmo PIM, Claws Mail, Filezilla and Xchat. The project leader's reasoning (http://www.lxle.net/articles/
) seems quite sound to me, but of course one can uninstall SeaMonkey and install the packages of one's choosing. LXLE also pays careful attention to the issue of privacy NOT choosing to install programs like Skype by default.