It's pronounced, ZED, Michelle! Not "zee"! ZED!

http://www.otds.com/

4.6.1.1. Zee and zed in Southern Ontario.

The first example is probably more interesting socially than linguistically. In Southern Ontario, the southernmost part of Canada and also the most populous, the proximity of the United States on three sides makes the American presence a constant factor, and one that Canadians feel compelled to resist in order to keep their autonomy. Their resistance involves matters both large and small.

One of the small matters is the name of the last letter of the alphabet. ‘Z’ is called “zed” everywhere in the world, not only in English but also in French, German, and most other languages, except in the United States , where it is called “zee.” Hence “zee” is an American shibboleth.

In Southern Ontario, the pronunciation of Z as “zee” is stigmatized, as might be expected. American immigrants to the region, numbering several hundred annually, routinely report that their name for Z is one of the first things they change after arriving there, because calling it “zee” unfailingly draws comments from the people they are talking to.

http://www.billcasselman.com/cwod_archive/zed.htm

End of Canadian rant from Southern Ontario.