I followed directions from this page. Everyting seems to work. So in short what I did.
Created a repository in GitHub called 'myrepository'
Imported the repository successfully into Zend framework.
In Zend Studio went to preferences
-> general
-> network connections
-> ssh2
-> key management
-> Generate SSH key
. I then copied and pasted the key into my account on github.
If I create a file in GitHub and go back to Zend Framework to pull it in, it actually works. If I do it the other way around though creating a file in ZF and then trying to push it, it doesn't show up in my repository in GitHub. Can't figure out why.