HI, and welcome!
You don't need to be anxious, just follow my video on veoh.com on how to install Zorin 8 RC - this will equally apply to Zorin 9 but you don't need to create and format partitions before installing - you can do that during the install.
Here is a simple text version of what to do:
1. Make your DVD-RW/ROM drive the first device to boot from with your disc in the drive.
2. If you are using a Desktop PC then the first graphical screen you should see is a blue one with an 'Accessibility icon = keyboard icon' - when you see this, press the space bar and the 'Language' (F2) screen will indicate 'English' (not a lot can be done at this stage as it is not physically possible to include a host of other languages in the .iso - this gets altered after install if you need a different language. Depending on which part of the English speaking part of the world you reside in, press the Escape key and then press F3 to choose your chosen keyboard layout - by default this is set to 'English US' - if you need another layout, just use your cursor keys (up and down arrows) to move to the desired layout. Then press the Escape key once more and then press the 'Enter' key - 'Try Zorin without installing' should be highlighted so that you get to see if everything works OK.
3. When you get to the Desktop, click on the 'Install ZorinOS to hard drive' icon - you will go through a number of screens - the most crucial one is where it asks you how you want to install Zorin - even though you are not running anything else but Zorin you should ALWAYS choose the 'something else' (last option) for installing. This will bring up the Partition Editor. If you have not used any other application to remove Windows, this is where you will do it - highlight all your Windows partitions (having first backed up all crucial data), delete everything and start afresh - but be sure to play in the Live Mode environment first before installing to ensure that you are happy that everything works as you want it to.
4. Now on the Partition Editor, press the '+' key to create a new partition - format this to 30000 Mibs, format to 'ext4' and mark as '/' - this is where the System (Root folder) resides and without marking it as '/' you will not boot into anything! Make it a 'Primary' partition.
5. Next make an 'Extended Partition' and AT THE END, format 2048 Mibs of 4096 Mibs and mark as 'swap area'
6. Finally, everything to the left of the 'swap area' format to 'ext4' and mark as '/home' - this is where all your personal data (and that of others if there is going to be more than one user) is stored, including any Windows applications you cannot live without (assuming they will run!)
Hope this has calmed your nerves!
6. Now everything