[Problem soleved]
I tried again but this time following Cristian Colombini instructions at http://digilander.libero.it/smasherdevourer/schede/linux/Zeroshell%20su%20HD-EN.pdf
The only different this time is that I followed the exact instructions:
root@zeroshell root> cd /mnt/
root@zeroshell mnt> mkdir chiavetta
root@zeroshell mnt> ls
chiavetta loop1
root@zeroshell mnt>
root@zeroshell mnt> cd /
root@zeroshell /> mount /dev/sda1 /mnt/chiavetta
root@zeroshell /> and then:
root@zeroshell /> cd /mnt/chiavetta
root@zeroshell chiavetta>
root@zeroshell chiavetta> gunzip -c zeroshell.img.gz>/dev/hda instead of using the /mnt/loop1 as in the other instructions
Wish I knew what was the problem. I am not good in Italian but may be chiavetta made the trick:-)