If your zinnias are larger than seedlings, the most organic way would be to spray them with a fairly strong spray of water. Aphids are not very hardy, so that would probably do it. Since zinnias are prone to mildew, be sure to put them in a breezy area if you do the water treatment, so the stems and leaves can dry. Insecticidal soap should kill them, sevin dust, DE. They are not hard to get rid of; you just have to realize they are there in the first place.