all you need is a 3 pin regulator, one pin is Vin one is gnd and the other is Vout
a low drop out regulator provides regulation at voltages above Vin -Vout => 0.2 the 7805 you need about a 1v diffrence, so if its a 5v vout then you get regulation down to 5.2v then it cuts out and you will get 5.2v going into your device
the erason i mention that is that some Z's are picky about thier input voltage and will blow the charging circutry if you give it more than 5.1v
the best solution is to just add another cell to your pack and get a 7805 from any electroncis supplier in your local town (they are as common as transistors/resistors) and also grab 2x 10uF electrolitic capacitors
if you do follow my advice then the middle leg is gnd, if the tab is facing away from you then the 7.2v comes in the left pin and out the right, all you have to do is put a capacitor in parrelel to the right and middle pins, and the left and middle pins. if you arent sure which way they go in (electrolitics only go in one way unless you like big bangs and cleaning up fluff for an hour) or even ask them to draw you a diagram
also keep in mind that at 7.2v and with wires less than 5cm on Vin and Vout you dont actually need the capacitors as the battery has very little noise in the line and the load is fairly constant (the capacitors help to even out the flucutaitons and provide power when there is a huge spike, which you wont have), if you dont belive me check the data sheet
you dont even need beradboard if you just have insulated wires.
good forms of insulation i have persanally used in a live PC:
heat shrink (the best)
stickytape (good in a pinch)
bluetack: the most handy discovery i ever made

Z current draw is 1A max, it can go higher but you wont domadge your Z if you cant provide enogh, the 7805 is ratted at 1A and will go higher in most cases (you can make it do 25A if you read the data sheet

avoid the 78L05 which looks like a small black cylinder, its ratted at only 100ma's the 7805 has a huge metal tab at the back, in fact right down 7805 because the 7905 will give you -5v and WILL fry your Z (a mistake you do not want to make)
well i hope that is all you need to get satrted, a bit more than you needed but at least you are aware of the issues. if you have any problems then just post back, PM me or if you live in australia near sydney i am willing to make one up for you (i have tha parts here to build about 20)