If you are still under warranty or have AppleCare, I think Apple will replace the keyboard at no charge. Bring it to one of the stores. The key shouldn't have popped off to begin with.
The Z fits in only 1 way, you might have it upside down.
If you are technically competent, you can actually pop another key to see how it fits.
It'll literally take 30 seconds to put the key back if it's not a broken part.
Bring your MBP into an Apple store they will pop one off an old keyboard plastic and all and out the door in 2 minutes, depending on bar traffic.
-r
I didn't think you could remove the indevidual keys from the MBP without permanently damaging the keyboard. Do the keys "pop" off?