1. If I were setting up a site on a host that didn't allow the use_trans_sid setting set to OFF, I would not try to run Zen Cart or any other ecommerce system on it.

2. Preferred methods for turning off use_trans_sid are:
a) server-wide php configuration settings (controlled by hosting company)
or
b) your own domain-specific php.ini file (controlled by you and/or hosting company)
or
c) your own .htaccess file (controlled by you and/or hosting company)

If your host is preventing you from using custom settings in your .htaccess or is not providing support for your own php.ini file, then they most likely also block you from changing it programmatically using an ini_set() statement.

3. If you insist on using ini_set() (which we do not recommend), you can do it as follows:
a) edit your /index.php file
b) add you ini_set('session.use_trans_sid', false); statement to the top of the file (after the starting <?php )
c) save and upload.
You'll have to do the same for the zc_install/index.php file or else it will not be able to detect the alteration.

Once again ... and I say this for future readers of this post ... THIS IS NOT A RECOMMENDED APPROACH. It is a crutch to accommodate the webhost configuration.