The first difficulty is making the Zip disk bootable. Presuming that your Zip disk is not SCSI, and presuming that you cannot set the zip disk as bootable through your bios leaves few possibilities.
 
Solution through the Bios: Unicore offers downloadable flash BIOS upgrades for many motherboard types. This would be one possibility to make your Bios be able to recognize the Zip drive as bootable.
 
Second Solution a different card: ATA Pro Flash card from Micro Firmware makes ATAPI (EIDE) Zip and SuperDisk drives bootable.
 
Third Solution fooling your machine to think the Zip drive is drive A: Check the jumper diagram on the outside of the Zip drive's case. If you see a 'set to A:' option, make sure the jumper is properly set to it. If there's no mention of A: on the case, the drive can't be used to boot your system.
 
Fourth Solution combining A: drive and Zip drive: Iomega used to have a piece of software where the A: drive booted and then transferred to the Zip drive. You have to register with Iomega, but that software might still be available - http://www.iomega.com/software/app/SwdReg.jsp?LANG=EN&OSYS=PC&SWDL=NZRREG