Mariano answers the question Do I have to use those “Z-” currency IDs in GP? with a great look at why the Z’s (or Zed’s to our Canadian, British and Australian friends) are still there. I confess to laziness in leaving the Z’s and just using Z-US$.
Do I have to use those “Z-” currency IDs in GP?
Archived post from 2010. Dynamics GP and the links it points to have changed since; check current documentation before relying on version-specific steps.