My suspicion is that the card would work with GPS programs already on the zaurus (zGPS, qpegps, zroadmap), but not the software they say comes with it for 30 day trial.
Most CF GPS cards simply act like a CF/PCMCIA serial port, in this case /dev/ttyS3, and do NMEA (or a garmin core might do the garmin protocol).
If they say the CF/GPS card will work with 3rd party apps (and tell you to set it for NMEA on a COM port or something) then that is probably what is going on. The \"included\" software is probably for Windows or Pocket PC.