I have the same problem with a realtek device not detecting a link. What’s weird is I can manually set it as up, see a link light, run tcpdump and see traffic.. but zeroshell says no link! I have not figured out how to get around this, fortunately the mini-itx machine I’m running has a 3 port gige daughter board I’m using.
As far as installing to a harddrive, there’s a HOW-TO here: http://zeroshell.wikidot.com/hard-disk-install