If you mean our webmail interface (
https://webmail.zen.co.uk ) then thats all on Zen servers, hence safe enough.
3rd party webmail interfaces (like
http://www.mail2web.com do not actually store your e-mail. They just log into your POP3 box on Zen's servers using the username and password you give them, read the messages in the POP3 box and present them to you. Mail2web.com is fairly well known, so probably safe enough, but with any of these 3rd party webmail clients you are basically trusting them with your Zen e-mail login details, so bear that in mind...
Kindest regards,
James Sweet
http://www.zen.co.uk