It seems that there is a missing dependency when trying to install zend server CE on the latest ubuntu 10.04
You should see something like that during the installation process:

The following packages have unmet dependencies:
  php-5.3-mysqli-zend-server: Depends: libmysqlclient15off (>= 5.0.27-1) 
which is a virtual package.
  php-5.3-pdo-mysql-zend-server: Depends: libmysqlclient15off (>= 5.0.27-1) 
which is a virtual package.
  php-5.3-mysql-zend-server: Depends: libmysqlclient15off (>= 5.0.27-1) 
which is a virtual package.

Solution :

1. Download the libmysqlclient15off deb package for your processor architecture type from here: http://packages.ubuntu.com/karmic/libmysqlclient15off to your Ubuntu Desktop (anywhere would work, but for these instructions, let’s use your Desktop).
2. Install the package using dpkg like this:

sudo dpkg -i libmysqlclient15off_5.1.30really5.0.83-0ubuntu3_i386.deb