Good job Demongod86 for setting people straight. Wing Zero would've won easily. And if it was Wing Zero that had been on the first episode that would mean that Heero had already mastered the Zero System. Which would make him UBER. Almost infallible.
Anyway, Zechs said it himself. He lost. He lost two "valuable" soldiers and wasn't able to destroy the Gundam.
Heero survives to live another day and later to recover his Gundam.
Despite the fact that it was Duo who found Wing Gundam, it was still a win situation again for Heero. He didn't have to go looking for it, and he was able to steal parts from Duo as well.