For most of us when we click online on zero hour it says this

ERROR" Can't find file 65540_65536_English.rtp

1. Well here is your solution, download the file here

http://www.freewareweb.com/cgi-bin/ftpsearch.pl?t=n&l=en&q=ftp.ea.com.akadns.net/pub/eapacific/generals/generalszh 

2) Save it anywhere on your computer.

3) Drag the file from your computer to C:\Program Files\EA Games\Command & Conquer Generals Zero Hour/download

4) enjoy! Worked for me, sent to 'download' folder and started playing online just fine!!!

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