Here, let me show you how it's supposed to go. Use KVL, and go clockwise starting at the battery
-Vs+IR+Vz=0
Say you want to take a 15V source and regulate it to 12V. Well, since the zener is going to want to take whatever current, within the Zener Action limit, is necessary to maintain the 12V it would be eating a lot more current than it would need to if it were just the zener and the source. So, you want to put a resistor to drop off a little bit of voltage, make the zener happy.
From here on out it's a design problem. First off, you're going to want to know the max current your load will draw, let's say 100mA. The zener is also going to need to get some current, which depends on the zener itself, but is usually around 5mA, and we add that in for 105mA. Because there might be slop in current drawn by both the load and the zener, account for maybe 5mA more, for 110mA total. Now we know from our KVL that R=(Vs-Vz)/I=3V/.110A=27. So pick a resistor around 27Ohms. Voila.
Oh yeah, and you probably want to get the power ratings right, but you knew that already didn't you?