Zen Cart works fine with most mod_security setups.

You may want to disable it while working in your admin area unless you want it triggering some of your data-editing as possible spam.

If they'll configure it so that you can disable it on a folder-by-folder basis (via .htaccess files) without throwing critical "500 internal server error" messages, that would be a plus.

Maybe they could even set up the admin override via .htaccess for you as part of their install.