Bonjour 4ndy,
First, a depth pass and a zpic are two different things.
A depth pass contains RGBA information. If you open it in Photoshop (or any other image reader software), you'll see that all elements are white, but a black fog fades them through a certain lenght. Each pixel represent a depth value: the lighter the closer to the camera. This is the kind of file you get in XSI if you define a depth pass.
A zpic doesn't contain RGBA information. You can't open it with an image reader software. Instead, it contains "floating point" information. Floating point information is a value that can be used for generating effects that rely on numbers rather that RGBA values (like DOF in a compositing package). You get a zpic if you check the Z (Depth) checkbox in the render options.
To use a zpic, you just have to place it in the same folder as your beauty pass (the normal pass) or diffuse pass, and the compositing software will take it into account. But in order to make it work you have to use specific functions that uses floating point files. In Adobe After Effects, the Depth of Field and Depth Matte use this type of file.
Every compositing package can use zpic files. Many people prefer Shake, but I don't really know this software so I can't recommend it to you. I always use Adobe After Effects.
To use a depth pass, I suggest your read a tutorial I wrote 
http://www.angelfire.com/film/grimoireinterdit/tutorial_dof/DOF.htmhttp://www.angelfire.com/film/grimoireinte...ial\_dof/DOF.htm
It's meant for Adobe After Effects.
Hope this helps
Salutations - Cheers
Bernard Lebel