It sounds like you may have one of the following conditions: an oversized circulator pump, or you need bypasses on the zones (to relieve the high pressure when say only one zone is open). Do you have more than one circulator pump? Sometimes there will be a circulator for the (each of the) primary loop(s) and another for the secondary loop. Each must be sized appropriately to work well.
Some systems are set up with primary/secondary loops - this ensures optimum transfer and flow through the boiler (if I understand the principle adequately). If set up properly, that throttling valve would normally be open. That cross-connection needs to be within a very close calculated position for it to work properly. Dont' remember the details, but it is something like 'it must be within x to y pipe diameters of z'. It's probably described in the installation manual.