I'm using Photoshop CS4, and I'm not sure if there's a filter that's been implemented in any of the CS versions, but if there is then this is an old-school way of doing zip-a-tone manually in Photoshop.
First, make sure the page is at the size and resolution it will be printed at, otherwise when you re size it, it won't look right.
Open up a new document, and make the size 10 pixels square, 20 pixels square, however large you want your individual dots to be. Use the circle marquee and make a perfect circle right in the middle of the document (hold SHIFT to make the circle perfectly round). Now fill with black. Select all (ctrl-A), go to Edit > Define Pattern and give it a name like "zip-a-tone 1" or "zip-a-tone A".
Now go over to your page you want to fill with zip-a-tone. Make sure the area you want toned is selected, then right-click and select "fill." Where it says "foreground color," change that to "pattern," and change the pattern to the one you just saved. Voila.
You can also make more intricate zip-a-tone patterns, just experiment and make lots of patterns so you can choose the one that works best.