In the interests of anal neatness I usually add this to get a real number for the sort order before calling the function.

It could/should be included in the zen_register_admin_page as a default if no sort order is defined.

$sql = "SELECT MAX(sort_order) AS sort_order_max FROM " . TABLE_ADMIN_PAGES . " WHERE menu_key = 'tools'";
$result = $db->Execute($sql);
$sort_order = $result->fields['sort_order_max']+1;