That is the problem, who do you replace Heilman with to move him to starter. Not Zambrono, with how he walks batters you do not want him as your set up man... Is there someone in AAA who could step up, make Zambrono the long reliever/emergency starter.
I think Heilman has too much talent to just be a setup man, there is no way he will stick around after his current contract is up if all he does is pitch the 8th. (How many Set-up men are in the HoF or make the All-Star team?)