When you go into ROM Manager, what is the 'Current Version' showing in Recovery at the top? Did you install CWM via ROM Manager or another method?
Also, can you manually boot into CWM and install the zip? Power the phone off completely. Press and hold both volume keys as well as Power. When you see the Samsung logo come on, let go of Power but keep holding the volume buttons until you see the blue CWM screen in a couple seconds. Try installing the zip that way.
Make sure to use the volume keys to navigate through the lists and the power button to select the option you want.
Phone: Samsung Galaxy S4 SGH-I337 [Stock 4.2.2 rooted w/ CWM 22.214.171.124 (LOKi'D)]