I tried Speedplay Zeros a few years ago, and despite giving them several months trial, loosening the screws as much as was safe, etc. I could NOT clip into the darn things half the time with the second foot, and would often have to ride a mile with only one foot clipped in - frustrating and not efficient. Clipping out also took more effort than with other pedal systems (Speedplay X series, Eggbeaters). My DH loved his Zeros and had no difficulties.
At that time, Speedplay hadn't yet developed the Light Action pedals. I read that they were developed in response to problems people (especially light females) had with Speedplay Zeros. I never tried the LA's but did end up selling the Zeros for almost what I paid for them. I like Speedplay Frogs and Eggbeater Candies. I'd rather use mountain pedals than road pedals these days anyway, as I like walkable shoes (esp. my Keen Commuter sandals!)
I weigh 102-104 and just couldn't use Zeros. I've heard of many women with the same problem. You can give them a bit more time (my DH did confirm that for him they did loosen up a bit over time), or cut your losses, sell them on ebay, and buy yourself another type of pedal!
Good luck...
Emily
2011 Jamis Dakar XC "Toto" - Selle Italia Ldy Gel Flow
2007 Trek Pilot 5.0 WSD "Gloria" - Selle Italia Diva Gel Flow
2004 Bike Friday Petite Pocket Crusoe - Selle Italia Diva Gel Flow