I realize I'm late answering this, but make absolutely sure you've saved the entire FOLDER called:
C:\Documents and Settings\YOURACTUALNAMEGOESHERE\Application Data\Microsoft Games\Zoo Tycoon 2\Default Profile.
If you've installed ZT2 as "all users", also save:
C:\Documents and Settings\ALL USERS\Application Data\Microsoft Games\Zoo Tycoon 2\Default Profile
and files you may have downloaded into C:\Program Files\Microsoft Games\Zoo Tycoon 2
You can use the Windows "Files and Settings Transfer Wizard" to help, too. (Although, I always, always back things up to a CD).
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