Sounds like the first thing you will want to do if you are just beginning and not experienced with Linux commands is to download a copy of WinSCP and install it on your Windows PC and choose Norton commander as your interface choice at install time. Then download a copy of WinRAR and install it on your PC. Just do a Google search for both of these products.
Once you have WinRAR installled (it is basically the same as WinZip) you can open the ZEND gz file and extract the contents to your local PC C-Drive. This will create the ZendOptimizer directory that you will next copy to your SME server.
Do This Now
Now, launch the WinSCP program you downloaded and installed. In the host name type in the IP address of your SME server, in the username type "root" followed by the password for your server, then in the protocol section select SCP. Click the save button and call it "Webserver". Then click the login and you should see your local C-drive in the lefthand side and the SME server files on the righthand side. Now isn't that a lot easier?
Now to copy the files from your local PC to the server, locate the ZendOptimizer directory in the lefthand side of the WinSCP window, then go to the righthand (SME side) of the WinSCP window and find the PLUS directory (since I believe your ran the update script on this forum), now drag the ZendOptimizer directory from the left screen over to the PLUS directory on the right screen and the files should begin copying over to the server.
Now that the files are on the server you will need to access the actual server console to do the install of the ZEND files.
You will now need to do everything as I indicated in my previous reply but to make your life easier you can now use WinSCP on your local PC to edit the files I was talking about.
In WinSCP you can edit the files on the server by navigating to the files I stated and right clicking on them and selecting "edit" from the dropdown menu. When you open the file in edit mode you can select the text with your mouse and the copy it to the clipboard then go to the other file and open it in edit mode, scroll to the bottom and paste the text from the other file. Then when you exit it will ask you to save the changes and say yes. Now go back to the server console again and type "service httpd restart".
There you're all done! Better instructions than this are impossible.
Ed