No worries, this does not mean that another person is accessing your account.
Google is attaching IP addresses to countries dynamically so it might happen that when a lot of fellow ZenMates from e.g. Panama use our service as well, Google falsely assumes a specific ZenMate IP is located in Panama (which is not the case).
In brief: The country mapping of users in Gmail is sometimes just wrong.
If in doubt, you can easily test the physical location of IPs with our Debug Page.