I agree with everyone, it could be the weight or not having the muscle structure around the knee.
I am not a runner (hurts my boobs
) but now that I am in better shape I decided to try jogging. It absolutely irritated my right knee. I had experienced some knee problems just from walking and going down stairs a couple of months earlier, and I thought it was better, but the impact from jogging made it worse.
So now I only use low impact machines like ellipticals, or I WALK on the treadmill. Much better on my knee.
You may want to stop zumba-ing for a little while and switch to a low-impact exercise machine to see if it makes a difference for you.