Probably because you did not do a complete uninstall. Sounds like it is trying to do a repair. A fresh install has that file within its folder or CD. Are you installing from a CD or from a download? In either case, you should do a complete uninstall of ZA and then scrub manually the folder where it resided for good measure.
Then, reboot, and install ZA from scratch.
Did you check where I suggested to see if a copy of VSMON.EXE is there?