Both LHZ and ZIP files are compressed archives, just featuring different compression method. You can repack or thus convert one to another with any file manager / compression program that supports both of these formats. Alternatively you can decompress one in one program and use another to create the ZIP.
Convert LHA Compressed file archive to WinZIP Compressed ZIP archive.
We have found one software suitable in our database for this conversion.
Microsoft Windows software - convert lhz to zip on Windows
A compression utility that supports over 250 archive formats
Convert from lhz file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.