I like trying different roms that say they can handle the "Any update.zip" kernel thingy... do i just merge the two zip files contents in File Explorer and then rezip a new one? or is it more complicated than that?
To clarify, since there were a few incorrect responses to your question:
The "any update.zip" format just means that the kernel will work with any rom. When you install it, it replaces only the kernel and necessary modules, leaving the rest of the rom the same (including the ramdisk, which is important for many ROMs).
1) Install the rom you want, in your case, Bugless Beast. It has the 800Mhz kernel you mentioned.
2). Reboot back into recovery and perform a backup (or, select "backup" from ROM Manager)
3). Install a new kernel (either from recovery or directly from ROM Manager)
The warnings about boot-looping and other problems are because you MAY experience them. This is what the backup is for. If you install a kernel that overclocks too high, you might not be able to boot without crashing. If that happens, you can boot into recovery and restore to the backup you made in step 2, then try a different speed kernel.
There's no need to modify any ZIP files. The kernels are already in the "anyrom.zip" format - all you need to do is install them. Just make sure that you install the kernel AFTER you install the ROM you want, as installing a new rom will overwrite the kernel, but installing a kernel will not overwrite the rom.
I hope that clears up your question.