I figured out a way. I let the auto installed make the partitions on the drive, format it, then I backed out, went to exit and went to command prompt. From there I made a directory to mount the USB and a directory for zenwalk on my C:. then I copied the stuff from zenwalk (cp -R /usb/zenwalk/* /zenwalk), went back to the install with setup command. Then I go install. The install will auto detect the created swap partition, and will ask you to select which partition. Select your biggest partition, and the install will work.
Doing it just from the USB for some reason I got a scroll of text, then it said it was done, and it wasn't.
tl;dr I fixed it
Now I have another question. My console button on my bottom bar isn't working at all, for any of my users. I can alt+f2 and xterm, but xterm doesn't have the capability to copy and past