I’m sorry. I forgot to say that I was using a previously installed system (Ubuntu) as a “host” system so I have grub already installed. In order to “install” Zeroshell I booted Ubuntu and followed the steps.
It seems that you have done it from zeroshell ‘shellprompt’, and that you don’t have any other OS in your disk. I suppose you have to obtain grub and install it following the instructions in http://www.gnu.org/software/grub/. I will try it…