Open the Zaurus Manager and set it from USB I/O (Default) to USB TCP/IP (advanced). I had to suspend, pop the Zaurus out of the cradle, turn it on, suspend again, pop it back in (this is to re-initialize the usbd0 interface), and it was sorted.
Your alternatives for syncing are with Qtopia Desktop (a 1.5 version, I believe, or one directly from Trolltech i.e. not from Sharp--they changed the data format in the most recent ROMs) or Outlook. For the latter, you need to hunt down an older version of Intellisync (again because of Sharp's bothersome DTM format), which IIRC is 1.43. I haven't used Intellisync with OZ, but I've seen a couple other threads on here that you might want to check out (search on "intellisync" in the OpenZaurus ROMs areas.