USD -> XRP -> Euro -> purchase an item (some how) -> sell the item with a mark up to make a profit and cover other expenses -> my profit is in Euro -> XRP -> back to my pocket as USD?
ZR has nothing to do with Ripple. While ZR could of course support XRP, they'd not be special in any way. If you believe ZR can help you with your business and what's left is the problem of conversion EUR->USD, I'd suggest to creatively use Bitcoin in the settlement process.
I got you, and thanks for your response... so in the case of ZR the middle currency can be BTC or anything. (remove the XRP) And I only mention ripple because it has a similar infrastructure of the IOU idea. However your idea is more pure and does introduce a new currency. It just uses its own system.
I have yet to get the exchange setup (a bit intimidated by the procedure for Windows)