There are a ton of settings accessible via the Settings icon (usually located in the upper right hand corner of Zina when logged in as administrator--for some CMS access the settings via the appropriate CMS location, e.g. Drupal: Administer->Site Configuration->Zina).
Overview: Themes are located under zina/themes directory. All functions in the zina/theme.php file can be overridden in zina/themes/YOURTHEME/index.php file by renaming a function ztheme_FUNCTIONNAME to YOURTHEME_FUNCTIONNAME and modifying that function to suit your needs. If you use Drupal, it's similar to the Marvin theme. For simple changes, try the CSS files first.
To override any phrase, like "Artist", you would add an entry to zina/themes/YOURTHEME/LANGCODE.php. There is an en.php example in zinaEmbed and zinaGarland themes. See that file for more info.
Zina tries to guess certain configuration options. Sometimes, it guesses wrong. Go to Settings -> Advanced -> Zina Files Directory and check for correctness. It must start with a /
Zina uses jquery. Jquery and mootools don't always work well together. Mootools is often used by Joomla modules. If the Flash player is not working, this could be your problem. The only solution right now is to not use Mootools on the same page and Zina.
Zina 2.x requires PHP 5.2!