Yep, put the \'initrd.bin\' and \'zImage\' files on a CF card, hold down \'c\' + \'d\' then press the reset button under the battery cover.
The mail LED should turn on for about 3 minutes. If it doesnt, ensure that you have your CF formatted as vfat. If it is already vfat, its likely your CF card isnt compatible with the Zaurus (this can be the case even if the card works in the actual operating system