If I understand you correctly, when you use zmud,
you lag. When you use a different client, you don't lag.
Sounds, then, like a zmud problem.
If you paid money for zmud, this presumably entitles you to
some sort of support. At a minimum you can ask
questions on their forums, and probably search
them as well.
Given that the symptom you describe is "lag", that's
pretty darn vague, and seems like the sort of thing
best addressed by the existing support structures
for your software.
-Crat
http://dead-souls.net