Well confusing it may be but that is more or less what happens, that's why a current limiting resistor is usually if not always in circuit to stop the zener going pop!
Also what's the difference between a short circuit and conducting? Pretty much the same me thinks, a short circuit definitely conducts.
I was trying to make it easy for ravi17 (who is obviously new to the joys of zener diodes) to understand. I doubt he will be much interested in the excruciating exactness of a data sheet. Little steps, he wants to know which zener he can use.