If this is really Pinyin, then Zian can't be a single syllable. There is no single syllable that would be spelled that way in Pinyin. It would have to be zi-an, and it would be pronounced something like dzə-an. Zhan is more like jan. In both cases, the "a" is relatively light, like "Ah, I see!"
Zi An: Dzə An Zhan: Jan
(P.S. If this isn't Pinyin, but some other Chinese Romanization standard, then these answers could be quite wrong. Pinyin has become a standard, but there have been many other systems for representing Chinese in Roman letters. If you have reason to think that "Zian" is meant to be a single syllable, then it's quite likely to be one of these other standards.)
If the names ARE Pinyin, this page may be helpful, since it has both descriptions and actual audio for various Mandarin sounds as represented in Pinyin. Sometimes hearing the sound does way more good than people trying to explain the sound.
As frances_bea says above, Zian can't be a Hanyu Pinyin transcription of a modern Standard Chinese syllable. Historically, the sound represented by Pinyin z became (Pinyin) j before [i] and [j], e.g. Tiānjīn, formerly spelt Tientsin [corresponding to a nonexistant PY *Tianzin].
shechoselove) wrote in 
linguaphiles,
September 5 2012, 01:31:27 UTC 8 months ago
Zian: I'd be stuck between Zee-en, Sh-yan (but said all together, not separated like that), and Jan.
Zhan: Zon.
September 5 2012, 01:41:08 UTC 8 months ago Edited: September 5 2012, 01:49:24 UTC
Zi An: Dzə An
Zhan: Jan
(P.S. If this isn't Pinyin, but some other Chinese Romanization standard, then these answers could be quite wrong. Pinyin has become a standard, but there have been many other systems for representing Chinese in Roman letters. If you have reason to think that "Zian" is meant to be a single syllable, then it's quite likely to be one of these other standards.)
September 5 2012, 02:21:38 UTC 8 months ago
http://mandarin.about.com/od/pronunciat
September 5 2012, 01:43:16 UTC 8 months ago
Zian = Zyehn
Zhan - Jahn
September 5 2012, 14:08:36 UTC 8 months ago
September 6 2012, 20:20:52 UTC 8 months ago