Most likely you would zero at the average distance you would shoot. However, If you are shooting in your backyard and it's 30 yards to your target, set it at 30 yards. If you are going to the range and will be shooting to 50 yards set it there. For the P-rod, the max distance is about 75 yards. You may be able to stretch it farther but for consistency sake I would stay around 50 yards and under, so set your scope accordingly. You may want to record your setttings for say 30, 50, 60 yards, so you can set the cross hairs on center instead of holding over.
Just a few suggestions, hope they help.
Doc