WZCfg is "normally" active. If it's not running, the chances are this is because you've installed some third party alternative (did the Linksys come with a "helpful" CD? Does your Wireless adapter have its own control panel widget?)

You can start the Wifi Zero Config tool by going into Control Panel - Services - finding the Zeroconfig tool and setting it to "automatic" and clickingon "start service". BUT if there *is* a third-prty tool installed, they may fight, in which case either (a) turn the WifIZeroConfig tool *off* again and find and use the third party tool or (b) find and disable the third party tool so it lets the ZC tool manage the connection.