I suggest you type:

:help map.txt

inside vim, you'll find all the explanation to understand how to do it.

You can't use the same shortcut for 'zencoding' plugin and for an omnicomplete function; anyway you could add to your .vimrc:

imap <C-j> <C-y>

But I suggest not to use 'C-j' as 'j' is always related to movement in vim; use 'leader' (:help leader) which is targeted to user shortcuts, instead.