There is also the freeware spelling checker "Excalibur," which works with Z-Write via AppleEvents. You can download Excalibur at http://www.eg.bucknell.edu/~excalibr/excalibur.html. Because you may not have Excalibur installed, Z-Write disables the "Check Spelling" menu command until you have checked the "Enable spell checking" option in Preferences.
New with Z-Write 1.5, checking spelling with Excalibur no longer loses text formatting (such as bold or font size change) you may have applied to your text.