I've done a bit more digging and it appears to be a jquery problem on a sub-domain, the Zencart site I installed it on was a test site which was a sub-domain. I've installed it on a www. domain and the cookie control appears ok.
Though I am seeing a problem on IE7 - the text at the top of the box doesn't display correctly - the 'c' icon just repeats obscuring the words 'Cookie Control'. IE8 and IE9 appear ok...

Thanks, Peter