how to prevent voltage change using zener diode?

zener diodes only regulate voltage when it is within its regulation range. in a simple zener regulator, voltage in the resistive load changes as the resistance of the load changes, but this is usually a small change. now, my question is, is it possible to prevent this small change? how?

The "regulation range" is set by ensuring that there is always some current flowing in the zener, and that the maximum current x zener voltage < the dissipation limit of the diode. Ensuring that the device is biased correctly will help a lot, but ultimately the performance of the zener is not well specified in precision applications, and you really need a proper reference device.