"Needs" = /dz/
"Knees" = /z/
I can't really help you much if you can't hear the difference, of course. But in terms of sound production, /d/ is a voiced stop-plosive and /z/ is a voiced fricative. To be able to pronounce the two sounds at once, you place your tongue on the front of your mouth, directly behind your teeth (it's called the hard palate), and then after you've pronounced the /d/ sound, you pull your tongue down a bit so that it touches both sides of your teeth, and you push air in a buzzing manner while still creating sound with your throat.
The difference you should be hearing is a very soft, yet distinct, hard break in the sound, followed immediately after by the buzz. Without the /d/, you'd simply hear a buzz. And it's important to be able to distinguish them, due to words like "knees" and "needs"! Get sound files of a couple of other similar word pairs (like "finds/fines" or "roads/rose") and keep playing them until you can develop your ear to hear the difference.