As a warning to all others: if you ever meet Zeus, take it serious and realise that you just have been found by
major trouble. I found this excellent German article published by an analyst from Kaspersky which describes it. It is so hard to detect becasue the gangsters behind it spread it in a myriads of versions - and make sure that they release only a small number of modifications into the wild at the same time - but in very short intervals. The record has been over 5000 mutations within just one month. The total number of altered versions of Zeus ranks amongst the hundreds of thousands. In 2009, over 3.6 million systems in the US alone were found to be infected, and formed one of the biggest botnets ever revealed.
http://www.viruslist.com/de/analysis?pubid=200883691
I am not aware that the article is around in English, too. If you stumble over it, link it.