Go to /includes/templates/YOUR_TEMPLATE/templates/tpl_modules_create_account.php

Line: 232: <?php echo zen_draw_checkbox_field('shippingAddress', '1', $ShippingAddress, 'id="shippingAddress-checkbox"') . '<label style="" class="checkboxLabel" for="shippingAddress-checkbox">' . ENTRY_COPYBILLING . '</label>' . (zen_not_null(ENTRY_COPYBILLING_TEXT) ? '<span class="alert">' . ENTRY_COPYBILLING_TEXT . '</span>': ''); ?>

Change it to:

<?php echo zen_draw_checkbox_field('shippingAddress', '1', true, 'id="shippingAddress-checkbox"') . '<label style="" class="checkboxLabel" for="shippingAddress-checkbox">' . ENTRY_COPYBILLING . '</label>' . (zen_not_null(ENTRY_COPYBILLING_TEXT) ? '<span class="alert">' . ENTRY_COPYBILLING_TEXT . '</span>': ''); ?>