Most Zwave dimmers and ALL Zwave on/off switches require a neutral connection (learn more). This is because Zwave products need a small amount of power to operate and this comes from the hot & neutral wires coming to the switch.
If you have strictly incandescent lighting (regular screw in bulbs, not halogen or CFL or LED or low voltage) you can use the Leviton VRI06-1LZ or Jasco 45715 dimmers as they do not require a neutral connection.
Beyond that you will either need to pull a neutral wire to the switch/dimmer location or get creative by using an inline module at the light fixture and install a zwave transmitter at the wall switch location (learn more).