Where is Root Directory? I sure don't know

To answer your previous question, if you can find your way back to that screen that shows “Internal Memory” then, yes that is where to drag that clipza.bin file.

This is mentioned on the page that describes how to manually install the firmware upgrades on your Clip Zip:

http://forums.sandisk.com/t5/Sansa-Clip-Zip/Sansa-Clip-Zip-Firmware-01-01-21/td-p/297767

You could also follow the instructions on that page about turning on MSC mode on your Clip Zip. This effectively turns the player into a standard USB device which will be easier to navigate in Windows explorer, and have a drive lettter assigned, but otherwise functions as before. You’ll need to unplug the clip zip before this operation, and plug it back in afterwards,