According to another (German) blog entry as pointed out on the ThinkPHP blog, it's possible to get a performance boost for Zend Studio on Windows with a few mouse clicks.
According to this blog entry (sorry, German), you may improve Zend Studio's editor performance by switching off the option "Use OS Look and Feel" (at Tools > Preferences, tab "Desktop", option "Use OS Look and Feel").
According to the comments on the post, this seems to work well.