Combine the rice and water in a small saucepan, and bring to a boil. Reduce heat to low, and simmer for about 20 minutes, or until tender. Remove from heat, and set aside.
Preheat the oven to 325 degrees F (165 degrees C).
Cook sausage and onion in a large skillet over medium heat, stirring until evenly browned. Drain excess grease. Stir in zucchini and tomatoes, and cook until tender. Stir in rice, mushrooms, and cheese. Season with oregano, salt, and pepper. Spread into a 9x13 inch baking dish, or a 2 quart casserole dish.
Bake, uncovered, for 1 hour in the preheated oven, or until lightly browned and bubbly.