If you misconfigure the router or lock yourself out there's relatively painless way to recover to previous config.
1) Make sure you copy your working config to a backup file (I tend to do a new copy prior any major change). The copies will survive reboot and factory reset, no need to download them to your PC.
File Manager - Copy
2) Now you make your changes and reboot (or not) just to find out that you're locked out of the router or router is not responding :mad:
Connect via serial console (cable is included in the box), if you're on Windows use HyperTerm or PuTTy, when on linux use minicom or similar app. I'm sure there are some OS-X terminal apps too ;)
Unless you've changed it, the default speed and connection parameters are 115200 8N1
Login with your admin account and password.
Remember! If you screwed up badly the USG may have reverted to factory defaults and your admin login is "admin" and password "1234". So if your normal admin login does not work try the default one.
3) Once you're in, apply (run) any saved config you want.
Welcome to ZyWALL USG 200
Router> configure terminal
Router(config)# apply /conf/startup-config-backup-09.conf
Note: If you didn't save your config prior the change you can try
4) ...wait few minutes (watch the screen) and once you see login prompt you're back where you were prior config change.
EDIT: If you don't have a working config saved you can still undo your changes from CLI, check, the CLI guide »ftp
(more reading and thinking required ;) )