Mome, I don't have any magic solution unfortunately!
But have you consulted another walkthrough, and gone through it step by step to be sure you didn't miss some little thing that you were supposed to do before picking up the gunpowder?
And I did find a "graphics patch" for ZN--haven't the faintest idea what it's supposed to fix, but it couldn't be worse than now! I would be sure to move my saved games out of the folder to the desktop while installing any patches--you can always move them back afterwards. The patch is found here
-- just click on "Windows/PC" and then on "Z"...