Here's what I have been doing/done to get zorro where I want it data wise (still ongoing):
>Copy the contents of AccountsCurr to AccountsFix (you only need to copy the symbols, add or remove more as you need them)
>Set up a demo account at FXCM, enter the account number and password at the top of zorro terminal (the labels aren't displaying on my terminal but the ID # goes in the upper left box, password in the upper right)
>Start download.c in test mode
>Click 'Single Asset' so i says 'All Assets'
>Change 'Save Assets To' from 'AssetsNew' to 'AssetsFix' then click 'Save Assets To' (this should update all the broker specific information in 'AssetsFix', open it and check it has changed)
> You now have two options:
1) set the year/asset in the download box and click 'Load M1 Data' (you can do all assets in AssetFix simultaneously by ensuring All Assets is set
2) Go here and follow this: http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=459580#Post459580 , it is a bit tricky but if you want more data than what FXCM has (ie Dukascopy data) then this is your only 'streamlined' option I have been able to find

Cheers,
BobbyT