I forgot to tell you, but if you run the sql query, all characters (or if you prefer even the whole server) must be offline, or online characters will still have their zeny.
@Green Minded Abuser
If you want to remove all zeny of a specific character under certain circumstances the set script command will be fine, but not if you want to remove all zeny at once (e.g. you had to check if you already deleted a player's zeny).