It says I gain 1 WRZ every time I say thanks. However, it's not registering in my account.
I'm afraid you have it backwards - the person you are thanking gets 1 WRZ (not from your account) when you hit the Thanks button. It's easy to get confused though.
The best and quickest way to earn more WRZ$ is fulfilling requests and playing in Contests. If you enjoy what the site offers, you may also choose to become a VIP by Donating to support the site.
You can also do a one time request available to the generosity of one of the moderators at:
viewtopic.php?f=113&t=1261799