What Elaine said.
You can easily tell the difference between the male and female flower. The male flower has inside a long, almost arrow shaped stamen while the pistil in the female flower is much broader, flater and has these 'curles'. To me it just looks like a mini brain :p
Also, because of this it's a good idea to put two or more plants next to each other so chances are one of them produces flowers from the other sex. It's not obligatory (is that even a right word?) as zucchini will pollinate itself.
