It looks like the linker is looking for libz.a which is either not in your -L path, or more likely it is not built on your machine. When you pass libaries to the linker it is done with -l<libname> where libname is the name of the library without the lib and the .a. So libz.a is the -lz library.
If you do not have zlib, download it from this site.
ftp://ftp.cdrom.com/pub/infozip/zlib/
Then build and install it. It should create a file called libz.a in the /usr/local/lib directory. (that is where it installs by default).
If you do have libz.a already, then check to see if the path to the file is include in a -L parameter to the linker.
Hope this helps
Gary