This error seems to be common on Windows installations. Open your includes/configure.php and admin/includes/configure.php and change:
define('DIR_FS_SQL_CACHE', '/tmp');
to:
define('DIR_FS_SQL_CACHE', 'tmp/');
or:
define('DIR_FS_SQL_CACHE', 'tmp');
or:
define('DIR_FS_SQL_CACHE','c:/windows/temp');
You should also go into Zen Cart Admin | Configuration | Sessions | Session Directory and set it to the same value.