The personal research assistant is your library, an application downloaded to your computer. The Zotero connector is an add-on for your browser (Firefox or Chrome recommended). Follow the installation instructions or use their Quick Start Guide for assistance.
Note: If you get this error message when trying to install the Connector in Chrome, be sure you are *not* logged into Chrome / Google with your Penn account. There appears to be something blocking add-ons. Log out or switch to your personal Google account and you should be able to complete the Connector installation.
Then, sign up for a Zotero account using any email address.