You have two IDE buses. Each will support two devices. You have 2 hard drives on one; and a burner and a Zip drive on the other. You can add a PCI IDE adapter card, which could support one or two more pairs, if there is a physical place to put them - could be on the floor of the enclosure if there is room.
Another option would be to replace the Zip drive with a third hard drive (not an ideal solution as you lose some speed due to your burner limiting that bus to 33 MHz)