Me on vacation, me slow reply...
OK, so, first of all, you'll need to access your database using phpMyAdmin and browse configuration_group table. It might be called zen_configuration_group or have any other prefix, doesn't matter, just find something that has configuration_group and browse it. The ZX Slideshow should be at the very end of the table. Check configuration_group_id column and see what id is associated with ZX Slideshow.
If ZX slideshow isn't there at all, then you either didn't run the SQL patch or something else is wrong and I can't help you through the forum. If it's there, move on.
Go to admin -> Admin Access Management -> Admin Page Registration. You will then see a list of fields which you'll need to fill as I described in my previous post and click insert. When that is done, you should have an entry in the Configuration menu.
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