Web Master:
It sounds like your Zinnia plants have a fungal infection, most likely Powdery Mildew. The fungus forms a pale grey film on the leaves, they gradually die and become crispy.
Powdery Mildew is a problem with Zinnia. You will need to remove all the diseased leaves and spray with a fungicide like Mancozeb.
You can minimise the problem by keeping a good airflow around the plants, watering the soil and not the leaves and also watering in the morning rather than the evening - any water left on the leaves will have evapourated before evening