Check if UAC is activated on your PC. In that case, a shadow copy of Z.ini is kept in your VirtualStore folder, normally under Users/YourName/AppData/Local/VirtualStore/Program Files. You can find details in the "Getting started" chapter.

If you now edit Z.ini and set the NFA flag, you're editing the shadow copy, not the original in your Zorro folder. That might explain why you didn't find the changes anymore.