... from the CDROM first.
Some Hints: Puppy Linux Live CDs show some dialogs / settings window on first startup / first shutdown. Feel free to dismiss / close them, if you do not want to make any changes, to the live cd's operation, next time, on the same system. This will not affect the zerofree's work in any way.
Apart from this, using the Internet Browser, built in, would require a Free Memory of 1 GB or more, for better Performance ( as it is generally a memory intensive activity )