There is a small piece of plastic that acts like a spring for your keyboard. You may have lost that if it doesn't spring around.
Make sure a piece of the plastice doidn't break off. If every thing is still intact.
Well, you could try finding a replacement at a store or another keyboard that you don't use anymore... Or, if there is a key you never use on your computer, you can try pulling that key off and taking the piece and putting it in the Z button. Then you just need to reapply the actual button, and it should hopefully click into place.