Configuring VM-Series ethernet1/1 with WAN Zone
After logging in, select the Network tab to see a list of ethernet interfaces. Click ethernet1/1 and configure as per the following screenshot.
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Select the Network tab. 
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Click ethernet1/1. 
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Select layer3 for Interface Type. 
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Select the Config tab in the popup Ethernet Interface window. 
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Select the default for Virtual Router at the Config tab. 
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Click New Zone for Security Zone to create a WAN zone. 
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At the next popup screen, name the new zone "WAN" and click OK.   
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Select IPV4 tab in the popup Ethernet Interface window. 
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Select DHCP Client. 
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Uncheck the Automatically create default route pointing to default gateway provided by server, as shown below.   
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Click Commit. Once Commit is complete, you should see the Link State turn green at the Network page for ethernet1/1.