Editing the zc155f version of /includes/modules/shipping/zones.php, find:

Code:
// class constructor
    function __construct() {
      $this->code = 'zones';
      $this->title = MODULE_SHIPPING_ZONES_TEXT_TITLE;
      $this->description = MODULE_SHIPPING_ZONES_TEXT_DESCRIPTION;
      $this->sort_order = MODULE_SHIPPING_ZONES_SORT_ORDER;
      $this->icon = '';
      $this->tax_class = MODULE_SHIPPING_ZONES_TAX_CLASS;
      $this->tax_basis = MODULE_SHIPPING_ZONES_TAX_BASIS;
and add the highlighted fragments:
Code:
// class constructor
    function __construct() {
      $this->code = 'zones';
      $this->title = MODULE_SHIPPING_ZONES_TEXT_TITLE;
      $this->description = MODULE_SHIPPING_ZONES_TEXT_DESCRIPTION;
      $this->sort_order = (int)MODULE_SHIPPING_ZONES_SORT_ORDER;
      $this->icon = '';
      $this->tax_class = (int)MODULE_SHIPPING_ZONES_TAX_CLASS;
      $this->tax_basis = MODULE_SHIPPING_ZONES_TAX_BASIS;
Note that I've also applied that integer "cast" to the tax-class-id, just in case!