They're the same. Zero is just marketed towards men with its black label and 'Zero' title. They reckon we're more comfortable and feel more masculine asking for Coke Zero, instead of Diet Coke... whatever...
Well, I am a Cokeaholic(literally) and I have to say that Zero Coke and Diet coke do taste a wee bit different. Personally I think teh Zero one actually tastes nicer! But I really don't know what the chemical difference is but there is a difference in there somewhere!!! x
As far as I'm aware, Coke Zero kinda sits between Diet Coke and Pepsi Max tastewise, but unlike either of those two, it has E331, or acidity regulator...hence the only health risks now lie in the caffeine, any flavourings involved, the sweetener, erm, well...
Basically, it rots teeth less and affects the pancreas less. What it does to the other internals, though, is anyone's guess.