Windows and its media player are by default/design not capable of handling motion jpeg, even though it is one of the most useful formats when editing/manipulating video.

I've found, however, two suppliers of motion jpeg codecs for windows. Midivid seems more or less free (as in free beer) and Morgan has a trial period. Both are compatible with zs4 (important!). They may be located as follows:

• www.midivid.com
  fourCC code "mvjp"
  one might note that this is an "upside-down" jpeg format. otherwise is seems completely identical to "mjpg" below.
  also: this codec seems to work without any problems in programs that use windows/avi export facilities as well as in the win-media-player
  Midivid was created by Jason Dorie (DJ midnight) & Fred Pradel (DJ Lace) of Vancouver BC in (where else?) Canada. the current release (as of april 14, 2005) is freeware.
• www.morgan-multimedia.com
  fourCC code "mjpg"
  this codec claims to be very fast, which i have not verified. i have experienced problems with its "fidelity" as well as with its rendering of frames with pixel blocks belonging to the left edge of the frame ending up on the right side or vice versa.

If anyone knows of a free mjpg codec for Windows, please comment.