I have no idea what selecting your zone is.
In AdPlugg, a Zone is an place where ads can be served. A Zone is typically named something like "Right Sidebar" but you can name them anything that you want and use them for many different purposes.
Once you've created a Zone, you can generate an Ad Tag for that Zone. Next, place the Ad Tag on your site. You can do this via your site's source code or by using the AdPlugg Widget (if you are on WordPress).
Then all you have to do is target Ads to that Zone and the Ads will appear in the spot where you put the Zone Tag. You target Ads to a Zone by editing your Ad and going to the Zone Targeting section.
You can use these "recipes" from our Cookbook to get more ideas for some of the things that you can do with Zones: