You know, I had the same thing when i first attempted to get an ipod connector to fit my ZVM (working on my own DIY ZVM LOD), i ended up getting a tiny, tiny slot screwdriver and pressing down these "runners" inside my zen and on the connector, and eventually was able to get a clean fit.
WARNING: Don't take my advice and go shoving stuff in there. If it looks like it could fit however, and is a 30 pin connector, see if you can feel where the stoppage is by gently testing it. DONT damage the connector in the Zen, or you are royally ****ed. DONT touch the pins, just see if you can see where it doesnt fit.
If you can post pics of the front end of the LOD and the slot in the Zen, I can probably help more.
DONT force anything. Last thing you want is a broken, warrenty voided zen.