Thank you Lachia, Morgan, Sewsimple, HenriettaMaria and Lilian. It was all my fault - there's a surprise. In the end, I could fit the foot. It wasn't the one with the orange screw - it has a green screw - but it looks a lot like the orange one.
What confused me was the screw-in foot when I have snap-on feet. I mean I knew you can use the screw-ins when you take the ankle off, but I didn't know how exactly the contraption worked. What I didn't understand was - that you fit the new foot with the same screw you use to take off the ankle. I was trying to make the green "slider" screw - fit on the shank at the side. I thought the standard machine "ankle" screw gets retired for the duration of the adjustable zipper reign.
Also, because I was originally using the standard zipper foot 'E' - even though it was for piping - I had been following the manual's instructions for zipper use. Which is a width of "5". When I used the adjustable zipper foot - the machine didn't protest. It allowed me to use width "0" - even though I still made use of the sliding effect via the green screw. If you see the image I posted of my manual, the machine wants you to use a width of "5" for its zipper foot - I still say this is a problem with that particular model - because I had to purchase the adjustable zipper foot.
I mean, I've only used it once - but it worked. I wish I was more patient, but I never seem to learn! Thanks again though.