get past the screen that says (Grub loading..no such partition..grub rescue)
Zenwalk normally uses lilo bootloader I think.
I tried it once (can`t find the version) . Lilo showed the three partitions as I can remember and worked fine. To change the loader menu script and get it saved to disk is not easy nowerdays. Sudo pcmanfm or thunar or konqueror and sudo leafpad or gedit or kate could be needed nowerdays for changing permissions and so on. But as I can remember it was zenwalk and absolute that compaq bios-award/protect did not allow to access the bios so both bypassed.....
To burn .iso requires special programs.
Stop the countdown at grub that most times is 10 sec and less and hit `e` for having a look at the lines. Try changing the partition number, changing sd to hd or otherwise, change or insert root (hdnr
,number of partition