Please download this file:

http://server.conitec.net/down/FXCM.zip

It contains a diagnostics version of the FXCM plugin. Unzip it into your Plugin folder, so that it overwrites the previous FXCM.dll.

Then edit Z.ini and set Verbose to 14. Afterwards start Zorro again, and continue trading with Z3.

If it then happens again, you'll have a Z3diag.txt file in your Log folder. Please post it here and we'll see the reason of the problem.