In my experience one click rooting isn't the most reliable. I also attempted to use z4root on my x10 mini pro (U20i). It installed ok and when i tried both temporary and permanent root it claimed it was succesful. However i still had no rooting priviliges.
The best way forward i have found is to download superoneclick from here;
[APP]SuperOneClick v2.1.1 (Finally fixed!) - xda-developers
(Around halfway down at the end of the post but before the replies are about five links, latest version is 2.1, download this one.)
Install it, Open, Plug USB into phone *DONT select mount or charge, just plug in and leave*
, then click root and it takes about half a minute to work its magic... JOB DONE! Easy as that.
I have used this software on x10 mini pro's with both Android 1.6 and 2.1 succesfully.
Hope this helps, Good luck