In the Content tab of the block, specify the ID of the Zero Block you need (or choose it manually by clicking the "Choose Zero Block" link). By default, the link to pop-up is the #zeropopup link, you can change this for any name you like, but should keep the hash sign at the beginning. Then the block will work like a usual pop-up and will be hidden
on the page.
Read more on how pop-up blocks work in the "Pop-ups"