Add: When you zero out the meter, you touch the ends of the leads together and press the zero function button on the meter. This tells the meter to reduce all readings by the amount of the lead resistance. Without a zero function, you will have to manually subtract the lead resistance (obtained by touching the ends of the leads together).
A sometimes little known fact that Zero/REL can be used for other functions also. You can put your probes on a AC/DC voltage Press Zero/REL, the meter will zero out at the value and your measurement from then on will be +/- from that zero point.