I used this trick to get around the problem:

Tony Ngo Zend Framework

(the post "Zend Controller Plugin - Model Include" from Tuesday, March 4th, 2008)

Put the code for the Kupo_Controller_Plugin_IncludeModel class in library/kupo/controller/plugin/IncludeModel.php and register it with your front controller in your bootstrapper index.php with

$frontController->registerPlugin(new Kupo_Controller_Plugin_IncludeModel());

It automatically adds all dirs named "models" to your include path, so you can get to them from your controllers.

Beware, this is my first day using Zend, and I'm pretty new to PHP! But it seems to work. From various forums it sounds like this is something that'll make it into the framework before long.