In a new post to his blog Rob Allen introduces you to the autoloader that comes with the Zend Framework 2 and shows how to use it to load your own classes.
Autoloading is the process in PHP whereby the system attempts to load a class when it is first encountered (via new or via class_exists) if it hasn't already been loaded via a require or include. Autoload works by looking for a method called __autoload or walking through any method registered with spl_autoload_register. Zend Framework 2 provides the ZendLoaderAutoloader component for autoloading of Zend Framework and your own classes.
The PSR-0-standard tool allows you to load files, set up class mapping and allows for multiple autoloading methods to work side-by-side. He shows how to use the standard autoloading functionality to define paths to locate files (with prefixes and namespaces) in both a constructor-based setup and a more programatic approach. He also shows how to use the ClassMapAutoloader to load from a mapping of class name to class file. Wrapping it up, he shows how to combine the two methods into a single ZendLoaderAutoloaderFactory instance.