If you can hear water running, my guess would be nothing is wrong with the solenoid (diaphragm vale), but there's actually a broken pipe in your system somewhere. If there is water moving, it has to be going somewhere.
It sounds like in your case, none of the sprinklers in the zone are coming on at all? If that's the case, it means the leak is between the solenoid and the first sprinkler. If there are some sprinklers coming on, but not all, then the leak is between the farthest one that's on, and the closest one that's off.
Once you've isolated the section, there's no really quick way to find the actual leak. With two zones leaking, they could be related and leaking in the same place, so I'd look right close to the solenoids first. Beyond that, run the water for a while, and there should be a wet patch in the grass eventually. Once you find that, start digging, and then you should be able to repair it.