Thats odd. It will not change when you open the field properties and type in a new zone?
The only other way of changing it would be using note pad. Open your terrain folder and find the .oba file open with note pad and then find field 61. From left to right count 10 columns this is the zone column. Find the number 61 and change it to the correct zone and save. Be advised that these columns must line up both horizontally and vertical. So if you take out the number 61 and add a single digit be sure all is lined up correctly.
Oh in the .oba 0 = zone 1, 1 = zone 2 and 2 = zone 3
Also it would be good to save a copy before you make the changes. Just to be safe