As far as I'm aware there should be a grayed out 'Half-Life' option somewhere in the 'Play Games' window - not Half-Life: Source, Half-Life. If you click on it it should download Half-Life onto your pc.
Once fully installed you - as said here - "then you intall ESF1.2.x into your HL directory: c:/program files/valve/steam/steamapps/your user name/Half-Life"
Its simple. If you buy CZ you automaticly get CS. But CZ dosent allow you to install mods to it.
In other words if you buy Condition Zero you cant install ESF to it because it dosent alow it. And normal Counter Strike is connected to what you get it with. If you het it with HL than its OK but if you get it from CZ than it also acts like CZ.