A FDR q-value of exactly zero in GSEA means that in the N permutations performed a false discovery was observed zero times for that gene set (So, FDR is <1/N). If you have sufficient samples to produce additional valid permutations, you can increase the number of permutations performed by GSEA to see if this resolves to a real number, but it may not - it very much depends on your data.
I should note that GSEA produces a global plot of P and Q values vs. Enrichment scores that you may find useful, in the output folder it is called pvalues_vs_nes_plot.png (note: there is a small bug in that plot that FDRs are reported in % rather than fraction like the P-values are).
-Anthony
Anthony S. Castanza, PhD
Curator, Molecular Signatures Database
Mesirov Lab, Department of Medicine
University of California, San Diego