z4root needs superuser permissions for the re-root and un-root to show up. go into superuser.apk and make it forget z4root. When you relaunch z4root, it should ask you for permissions again and just check allow.
Im havimg the same issues with the unroot i downloaded my copy from megaupload.com and my z4 does not have an unroot button. What can i do pleaze help me rooting was not for me i dont do enough to need it. Also does it remove superuser