You cannot convert a .fzp to .fzpz... the .fzp file is a xml file and just one of five files within the .fzpz. The .fzpz is a zip file with the extension .fzpz. To create a .fzpz, you would need to save all five files in a folder (part.fzp, breadboard.svg, icon.svg, pcb.svg, and schematic.svg), edit the file names with the proper prefix and zip them all up into a zip files with the extension .fzpz.
The file you are looking for may be in Fritzing... try a search, it may be in there somewhere...
