Your hosting co. should know about it before you purchase one. :)
Basically, you have to get a CSR generated and a dedicated ip address before you purchase your ssl cert. . These are all done through the hosting co. . You then purchase your ssl cert. . After receipt of the certificate, you will then have to install it. Best let the hosting company do it.
Once it's installed, you then change your settings in the config file of zencart and VIOLINS!! You will, now have a secure store for all your millions of customers to appreciate.
Oh, and don't forget to get your Site Seal image and place it somewhere prominently.
Don't hesitate to PM me for any other inquiries or specific help.