If you have a vps, then you are going to need root access to the box to install shoutcast. If you do have that, then search the forums for "shoutcast host install". I would normally find it for you, but seeing as how slow these boards are for me right now ...
I am completely unfamiliar with ZARA, so can not speak to that.
From the sounds of it, you need sc_serv (shoutcast sever) installed on your host. You will then run either sc_trnas or Winamp + SHOUTcast DSP to "shout" your music to your server. No need have anything other than sc_serv installed on your server; no need to have anything but winamp and the dsp on your local computer.
Sometimes getting a question answered takes time; sometimes it takes a heck of a long time when people have to wait 1 minute+ for a page to load.
