I am trying to install ZF2 on my shared hosting server. I followed these steps:
Downloaded and extracted Zend Framework 2 on my computer.
Cr
If you're trying to just access one of the classes (i.e. Mail) then you should note that in ZF2 the library structure changed to follow PSR-0. So Zend/Mail.php doesn't exist and the class name is not Zend_Mail. To access the mail class you need to include Zend/Mail/Mail.php and the class name is just Mail.
If you're trying to use the full MVC stack, then you should do what Raj suggested.
Also, if you want to see what the error is, you might want to include this at the top of your file:
error_reporting(E_ALL);
ini_set('display_errors', 1);
ini_set('error_reporting', E_ALL);