CMD:me(playerid, params[]) // Here you begin your ZCMD command!
{
    new string[128], act[100]; // Define the 2 variables ( string and act )
    if(sscanf(params, "s[100]", act)) // Here you check if player has written /me something PROPERLY
    {
        SendClientMessage(playerid, -1, "USAGE: /me [action]"); // if he/she wrote it wrong it will send message how to use it PROPERLY
        return 1; // exit loop
    }
    else  // if he entered it PROPERLY then,
    {
        format(string, sizeof(string), "* %s %s", GetName(playerid), act); // format(); prepares the message to be sent
        SendClientMessageToAll(-1, string); // This send message to all the players
    }
    return 1; //exit loop
}
OTHER INFO:
[1]: -1 can be changed to your favorite color
[2]:  You can change the "* %s %s" to anything, but remember since there is GetName and act there has to be 2 specifiers ( %s %s )