thats right

name of the file is .htaccess

and you place it inside /public_html/zencart


php_flag session.use_trans_sid off
php_flag register_globals off
<Files ".ht*">
deny from all
</Files>

If you are not able to create that file by right click in windows, go to cmd(Start->Run->cmd and say edit .htaccess)
That will make the file and you can open it in notepad then and write
Alternatively, open notepad and save it as .htaccess