Beginner Question: GE Dimmer Switch won't manually turn on my recess lights

[Navat604 (R.)]

Sounded like you have something like this

GE Z Wave Dimmer, no neutral

My house lights are all wired like this. A switched loop. http://www.act-remote.com/pcc/images/figure2.jpg I ordered 2 of the GE dimmers, and they are requiring a neutral. Well… none of my switch boxes have a clean neutral. So I am out of luck, right? Thanks.