Zorro is a perfect name for a cat - especially if he isn't de-clawed.
Our boxer's name is Roxy - great dog, never barks, wouldn't harm a flea - no little dog (Edwards littlehands) insecurities.
Unforunately Zorro is declawed :( I think he's never really recovered from it, as a male he I think feels a bit de-masculanized, I wouldn't do it again...
Roxy is a cool name last dog I had was "ernie" a great Golden Retreiver...
I think animals tend to act like there names maybe that's why Poodles are called Fifi's