We should clarify a few things. Zone shakes, by definition, are just shakes that adhere to Zone diet prescriptions. If you want to make a 4 block zone shake, you would have to satisfy the following protein/carb/fat requirements:
1 Block = 9g carbs, 7g protein, 1.5g (or 3g, depending on source) fat
So a 4 block shake would consist of 36g carbs, 28g protein, and 4.5g (or 9g) fat.
Ok, so you already know this. What can you do to make this?
Buy protein powder, some supplement that is categorized as a carbohydrate supplement, and your favorite source of fat (olive oil, flax seed oil, fish oil, heavy whipping cream, whatever you want)
http://www.bulknutrition.com is a good online vendor.