zcfgsvc.exe is a process belonging to the Intel Zero Config MFC Application, and is installed alongside their range of networking products.
Zero Config MFC Application Windows 2000/XP/2003 Service is part of Intel’s ProSET utilities and installed by the drivers for many of Intel wireless network cards, whether onboard as seen in some laptops (e.g. Intel Pro Wireless 2100 in Dell laptops amongst others), or in the shape of PCMCIA wireless network cards (e.g. Intel Pro Wireless 2011).
This task provides background support functions for the Intel ProSET utilities which enable you to configure your wireless adapter and connection through the Intel ProSET icon in the System Tray.
Non-system processes like zcfgsvc.exe originate from software you installed on your system. Since most applications store data on your hard disk and in your system's registry, it is likely that your computer has suffered fragmentation and accumulated invalid entries which can affect your PC's performance.

In Windows Task Manager, you can see what CPU, memory, disk and network utilization is causing the Intel NIC Configuration Tool process. To access the Task Manager, hold down the Ctrl + Shift + Esc keys at the same time. These three buttons are located on the far left of your keyboard.

This process is considered safe. It is unlikely to pose any harm to your system.

This process is not considered CPU intensive. However, running too many processes on your system may affect your PC’s performance. To reduce system overload, you can use the Microsoft System Configuration Utility (MSConfig) or the Windows Task Manager to manually find and disable processes that launch upon start-up.

Use the Windows Resource Monitor to find out which processes and applications write/read the most on the hard drive, send the most data to the Internet, or use the most memory. To access the Resource Monitor, press the key combination Windows key + R and then enter 'resmon'.