Thak you Aboozar :) I think there is another solution consists to use something called odbc which connect Models to Sql Server. I try to understand how it works :/
Just wondering how you managed to get this working with Models? Do you have any sample code at all? I've tried using this adapter https://github.com/fishjerky/phalcon-mssql but it did not work so I want to try your method of using the Zend framework