Originally Posted by Ziricote

The zone is just a certain % of your max heart rate *googles*
This page explains it http://www.brianmac.co.uk/hrm1.htm

The reason is that at a certain speed your body needs to use the most readily available energy source which is blood sugar and leads to no bodyfat "loss" but you can go at a certain pace (typically slow and steady) which will allow the body to use alternative sources like liver glycogen.