PM Received from Stenrique regarding his post above..
My response, which may help other members, is as follows:-
Do you have database link correctly configured in sideboxes i.e. archive side box..
Code:
  $content = '<ul>'.zen_wp_get_archives('type=monthly').'</ul>';
Above is configuration from my own install which reflects database table for wordpress install as zen_wp
Tips...
WordPress install integrated into zencart slows down
cart performance considerably..
my install was wordpress mod release before current offering
..sideboxes..I reverted to rss sidebox/es instead..
see demo, leftside bottom box, at
http://www.mistily.com/zendemo/index.php