Well, CF 4.0 seems to have some issues with multizone. I was able to set up a second zone, but it wasn't fully independent and there were some control issues as well. One person told me he got it working, but I've not been able to duplicate his success. HiJack has a lot of experience trying to get the CF multizone config working, so maybe you can check out his worklog and some of his other posts, both here and at CF.
Also, you might find more information about multizone on the CF forums.
I'm currently trying to setup a multi zone system using CF4, but to say I'm struggling is an understatement. I'm using a lilliput 629 as the main screen and 2 mimo touchscreen monitors in the rear. They use the same touch drivers as advised by CF. I can get separate displays on the front and back 2 but audio routing is flakey, I'm using 1 internal sound card and 1 USB sound card.
Has anyone actually got multi zone working in CF 4? Any hints and tips, I've searched the forums but found little help.