I have only done this twice now, and it has been a frustrating exercise. I have made a note and hopefully it will be easier next time. The memory space on the basic Zumo unit is limited by the hardware design. However, you can add an SDHC memory card and this is what I did.
I added a blank 4GB card today to replace the 2GB card that was there before. I'm not going to go into all the grimy details of why I upgraded, but since the new card was on sale at Staples for the huge price of $6.95 CA plus tax, who really cares. It was $2 more really, but they had the wrong price on the shelf and honoured that price.
Here is the procedure that seems to work: Use the Garmin Lifetime Updater program to download and install the new maps. Since the Zumo won't have enough memory in the basic unit, just install to the computer only. Download and install the latest version of Garmin's Mapinstall program. When you run it, it will eventually display a screen saying it has found your connected Zumo. This is the key point in the process. In that screen, there will be a drop-down arrow choice box. When you click on the arrow, it will give you the drive letter for the memory card you had already plugged into the Zumo. Mine is G:, but you better check for the correct item.
Go to the next screen and select all the map segments. I do that by putting the cursor in the top left corner of the map, holding down the left mouse button and dragging diagonally down to the lower right. Release. All the map segments should be selected in pink. Now just proceed. By the way, be sure you have lots of time. First, an index is built, then there is a slow transfer of the files to the GPS. I'm watching this part now, It says 13% complete, 53 minutes remaining... Anyway, this should be successful. When it is finished, a new file will be present on the memory card. The file will be found and used when the GPS is fired up.
A folder "Garmin" was created, with an image file inside. The GPS map info needed to be checked to ensure this file was used, but after that, all seems ok.
Now, if this old fellow can only remember the trick next update time ...