Wait, the 2006 ZEE Cine Awards were held in Mumbai. Also, the red carpet might have been covered by media. The event might have had performances or other segments.
I should also note that South Indian films were included, so maybe a Telugu or Tamil film won an award. For example, "Chandrasekhar" or "Raju Chacha" in Telugu, or "Ghilli" in Tamil, but those were 2004. "Aagadu" (2004) or "Bhalekunduru Bhagatthana" (2005). Maybe "Nuvvostanante Nenostanante" (2003) was still getting awards. Hmm, not sure. Alternatively, maybe a 2005 Telugu film like "Nannaku Prematho."
Next, the major winners of the night. Which films were big in 2005? "Kala Pani," "Dil Chahta Hai," "Kabhi Khushi Kabhie Gham" might have been previous years. Wait, in 2005, notable films include "Swades," "Bride & Prejudice," "Dil Bole Hadippa!," "Dil Chahta Hai," "Bheja Fry," "No Entry," "Ghajini," "Paranormal Activity" no, that's 2009. Wait, in 2005, "Dil Bole Hadippa!" was a big film. Also, "Bride & Prejudice," and "Bhool Bhulaiyaa" which was a smash hit. But 2006 would be honoring films from 2005. Let me confirm the top 2005 films.
For Best Actress, maybe Aishwarya Rai for "Bride & Prejudice." Or Priyanka Chopra for "Dil Bole Hadippa!" since that movie was very popular and she won several awards around that time.