With z3ta 2.1, you can create folders in windows explorer, and they'll show in the patch browser. Then place all your fxp in those folders. I forgot the path that z3ta 2.1 uses. You can easily find out by trying "save as" for an existing patch, and seeing what folder you'd be saving into.
I think you need to create two folders, one inside the other. So, for example, parallel to the top level folder of factory presets, create your own folder, and under that create folders like "pads", "leads", "keys", and put your patches in those folders.