Zbrush uses Y up. Typically I will use GoZ to bring models back and forth between the programs so I won't have to worry about orientation (the script "figures it out"). If you export your model out of Maya (or Max) without GoZ you'll need to make sure the "Flip YZ-axis (Poser-like)" checkbox is checked in the .OBJ export options to keep the orientation correct.
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Hopefully that helps!