In your ZenCart configure.php (includes/configure.php) what does it say here:

Code:
// * DIR_FS_* = Filesystem directories (local/physical)
  //the following path is a COMPLETE path to your Zen Cart files. eg: /var/www/vhost/accountname/public_html/store/
  define('DIR_FS_CATALOG', 'WHAT DOES IT SAY HERE?');
This should be around line 40. This is the direct path to your ZC. If you are putting WP in it's own directory, as in "blog", all you would have to do in your wordpress-config.php file is add the path to ZC and then add "blog/" at the end.

The wordpress-config.php is part of the WOZ install and is located in includes/extra_configures/wordpress-config.php. This is the file where you need to define the path to WP.