For the volume you want to do it's not a bad idea. But the merchant account provider should be able to guide you through the entire process of establishing the merchant account and gateway. In fact, with the exception of some paperwork and fees you should have very little to do. Once the merchant account and gateway are established Zencart makes it easy to integrate. Extremely easy in fact in the case of Authorize.net and probably every other major gateway. I know it seems confusing but that's because you are looking at a very large picture when you only need to be looking a small piece of it. You can keep asking questions here and we'll keep answering until you are satisfied that you are making the best decision for your business. We don't mind.
I have used merchant anywhere dot com with much success in the past. The best part is that there is no contract, so if the unfortunate situation arises that your site/business goes sour, you aren't stuck with the monthly service charges..
You'll find a lot of merchant account providers don't have contracts. But many do and may not reveal this unless you ask. Getting a merchant account without a contract is definitely a plus.