You might be better off setting up SFEX2 in MAME if you have a fairly recent machine (2008+), I think ZiNc is dead and buried these days.
You can program button combos in the XML-based MAME cheat system, but you'll probably need some help from the
cheat forum regulars for locations and how to set the button timing, as the XML format isn't a point-and-click operation like the old format where you could find your own cheats right inside MAME itself.
(Off-topic) It would be nice to see a final version of ZiNc though with an updated games list and recent updates in MAME (e.g. Taito G-net, Soul Calibur/Tekken Tag breakthrough, Namco custom chips/sound fixes), although I am in the minority here with a single core machine still running in 2010!
