Remember there is a difference between finding that Z value for a confidence interval and the Z (critical) value for tests and probability.
For example, suppose you want a 95 percent confidence interval for the sample mean. The formula is mean +/- standard error which is Z(alpha/2)standard deviation/square root(n). alpha is 1-.95 = .05. So the Z value is 1.96.
Now if we want an x value that 95% of the data falls below, then we need Z(.05) which is 1.645.
Be careful to understand the difference between the two.