Zeroshell, at least in the VMWare configuration, runs as a 2-part system. There is the ISO (read-only) and the database on the file system. I’m guessing here a bit that this is where you are running into the problem.
Essentially, you need to do a few things:
1. Identify which files to change.
2. Copy them to the ‘database’ drive which isn’t read-only.
3. Modify the files accordingly.
4. Use the startup scripts to copy the new files into the running system at startup.
I remember getting the hint while looking for a way to modify the HAVP configuration to allow for an external proxy. Searching these forums for the solution to pointing HAVP to an external proxy might give you enough information to do what you want. I remember that Fulvio gave the solution to the person who asked.