[en] We present the first high resolution X-ray spectrum of the bright O4Ief supergiant star zeta Puppis, obtained with the Reflection Grating Spectrometer on-board XMM-Newton. The spectrum exhibits bright emission lines of hydrogen-like and helium-like ions of nitrogen, oxygen, neon, magnesium, and silicon, as well as neon-like ions of iron. The lines are all significantly resolved, with characteristic velocity widths of order 1000-1500 km s[SUP]-1[/SUP]. The nitrogen lines are especially strong, and indicate that the shocked gas in the wind is mixed with CNO-burned material, as has been previously inferred for the atmosphere of this star from ultraviolet spectra. We find that the forbidden to intercombination line ratios within the helium-like triplets are anomalously low for N VI, O VII, and Ne IX. While this is sometimes indicative of high electron density, we show that in this case, it is instead caused by the intense ultraviolet radiation field of the star. We use this interpretation to derive constraints on the location of the X-ray emitting shocks within the wind that are consistent with current theoretical models for this system.