I just installed a Zoom HH gyro on my Pro and now have no control over the tail. I've tried a bunch of different settings but every time I try to add right rudder, the tail seems to "stick " in the wide open position and the Heli spins out of control. The only way to stop it is to power down. Has anyone else had trouble with these gyros, or can someone tell me what I did wrong ?

Have you tried the reverse switch on the gyro. When I first set up my align HH it did the same thing till a reversed it and then it was fine.

Also be sure to turn down the proportional mix pot on the 3-in-1. The 3-in-1 gain setting doesn't matter, by turning the prop. pot down you are disabling the entire unit except for the ESCs. And that's just what you want.
First make sure your rudder control hasn't gotten reversed--unplug the new gyro, plug the rudder lead from the 3-in-1 back into the rx, and see if the rudder responds in the correct direction. If not, reverse the rudder "servo" switch on the TX. Then try your gyro setup again, with the 3-in-1 disabled as above and the new gyro's gain set to about 50 percent in HH mode. If the heli spins wildly to the right or left, then you must reverse the gyro too. So the gyroless rudder and the gyro have to agree about which direction to drive the tail.
Oh, be sure you have the gyro mounted with the label facing forward, sideways or back, not up.
If you can't reverse it by switching, try turning the whole gyro upside down, sometimes this works (label still facing forward, sideways or back, just not up or down).