Manuscripts of the Avesta exist in two forms. One is the Avesta-o-Zand (or Zand-i-Avesta), in which the individual books are written together with their Zand. The other is the Vendidad Sadeh, in which the Yasna, Vispered and Vendidad are set out in alternating chapters, in the order used in the Vendidad ceremony, with no commentary at all.
The use of the expression Zend-Avesta to refer to the Avesta in general is a misunderstanding of the phrase Zand-i-Avesta (which literally means "interpretation of the Avesta").
A related mistake is the use of Zend as the name of a language or script. In 1759, Anquetil-Duperron reported having been told that Zend was the name of the language of the more ancient writings. In his third discourse, published in 1798, Sir William Jones mentions a conversation with a Hindu priest who told him that the script was called Zend, and the language Avesta. This mistake results from a misunderstanding of the term pazend, which actually refers to the use of the Avestan alphabet in writing the Zand and other Middle Persian religious texts, as an expression meaning "in Zend".
The confusion then became too universal in Western scholarship to be reversed, and Zend-Avesta, although a misnomer, is still occasionally used to denote the older texts.
Rask's seminal work, A Dissertation on the Authenticity of the Zend Language (Bombay, 1821), may have contributed to the confusion. N. L. Westergaard's Zendavesta, or the religious books of the Zoroastrians (Copenhagen, 1852-54) only propagated the error.