Clicking "zenmap (as root)" displays an error. It says something like "user root zenmap does not exist." I fixed it, but in a hacky, undesirable way. So if anyone can fix it properly, that would be appreciated.

Hi,

You have to edit the desktop file in /usr/share/applications. I m' not under zenwalk so I can't tell you the exctaly file name. It should be something like zenmap-root.desktop or something like that.
Check the exec line and change by "gksu zenmap"

Bip

The .desktop points to a script that I believe is flawed (and is the part I modified). The script can use more su-ing programs than just gksu if they are available, but something isn't working right with specifying the user, root.