Only twelve years late, but never hurts to reply:

As Operator said, Zipp rims are great fun to build and tend to be very forgiving. I'm not sure what type of lubricant Zipp would recommend using on nipple shoulders. For my builds, I'll coat spoke threads with a small amount of Phil Wood grease for assembly, and then give each nipple a drop of Tri Flow after everything is put together. Probably overkill, but I enjoy the process and it's worked well so far.

I included process photos of the first Zipp wheel I ever built. A 20 hole hoop laced to a DT Swiss front track hub. The spokes ended up being 286mm using a 2x pattern.

Cheers and best of luck with your builds!