I recent bought a ZX-m and have been enjoying it BTW. AFAIK this camera when it was sold i the USA was known as the ZX-m while when sold other places was the MZ-m. Apparently that was the only difference as the cameras are identical.
I found a couple of interesting links you might like.
http://zxm.tripod.com/zxm_test.html Pentax ZX-M (aka MZ-M)