The Zend Developer Zone has linked to a tutorial from Ruben Vermeersch about how to get the Zend Framework and the Doctrine ORM library working together.
This article will guide you through the steps needed to set up a project using both the Zend Framework and Doctrine. In a step-by-step way, we will set up a simple message board application.
He includes introductory things like the folder structure and an example of having Doctrine installed inside of it. Its all code from there on out - the bootstrap file, setting up a global handler, and how to integrate it all into their simple ZF application.