This is what happens when I try importing the OBJ in ZBrush (4 images)
http://imgur.com/8FixKaN,1NvBNOh,OBMyyvS,1JIbYdH#0
There’s also an error in the second picture which I don’t know how to fix, but I also don’t know if that is what’s causing all this.
Before exporting
Remove any faces inside the mesh
Remove doubles (select and W / remove doubles)
Recalculate normals (select all and Ctrl+N)
Check normal direction (properties panel under Mesh Display in edit mode)and flip any incorrectly faces ones (Select and W / flip normals)
Check for any modifiers that affect the mesh geometry and are applied during export
Post a link to your blend file, the .obj file and the .ztl file