There was a bug on this, introduced a couple of minor versions ago. So most likely all you need to do is update to the latest ZBS (1.9.0.2 at the moment)

PS.

It may actually be complaining that you have empty rules in the Value column, and not about the 0 cost on the first rule.

Wait. What? I'm supposed to have "$ Value up to" column set as 0 and the "$ cost by" to 50? I thought the $cost by was how much the shipping was for the user. No?

I also updated and it's not working still...

No, I didn't mean the columns were back to front. Just that there were also empty entries in the value column.

However, I have now run more tests and created a some rows identical to your screengrab and can't duplicate the error. So I doubt if it is the empty entries in the value column that are responsible.

Can you please open a support request (so I have all your environment info) and also attach an export of your rules as a txt file. That way I can import the entire rules to a test system and see if there is anything causing this not visible in the screengrab.

You know what John? I got it. My mind wasn't clicking that the rules I established were for from $0 - $50. I was thinking $50+

My bad. Sorry about that. I knew I was doing something wrong.