Why is it insecure to use a randomized IV for CBC-MAC instead of an all-zero IV? A fixed length CBC-MAC uses an all-zero block as the initialization vector.

Suppose that we used a randomized IV instead, and sent the IV along with the tag.
So if the message $m$ will be $m = b_1 || b_2 || b_3 || ... || b_l$, the MAC will be $(IV, t)$ where $t$ is the authentication tag defined as normal.

Why is this method of using a randomized IV more insecure than the normal method of using an all zero IV?

(This method was used in some nCipher products, and declared insecure in nCipher Advisory #13 – see also  nCipher Insecure CBC-MAC API Vulnerability.)
The nCipher Advisory #13 cited in your securityfocus.com link contains the explanation of the vulnerability (in the section "Cryptographic details").

The CBC-MAC algorithm works similar to the CBC encryption algorithm, but only outputting the final block (or a part of this).
Each block of the plain text is XOR-ed with the previous ciphertext and then encrypted.

This means we XOR the first block with the initialization vector before it first comes into contact with the block cipher. So changing only the first block together with a corresponding change in the initialization vector will mean that the same value is input to the block cipher, which gives the same resulting authentication tag at the end (which does not have to be changed).

If the initialization vector is fixed as zero (or some other constant), there is no way for the attacker to change it together with the first block, and this kind of attack is not possible. As an added bonus, we have one block of data less to transfer.