Hearts booked their place in the draw for the second round despite failing to find the back of the Zeljeznicar net in Bosnia.
Craig Levein's men headed into the return leg with a 2-0 advantage from the first game but were forced to soak up the pressure for most of the game as Zeljo created chance after chance in the Olympic Stadium but they also failed to score.
Dundee's dreams of reaching the second round were shattered after a 1-0 defeat at the Renato Curi stadium. A goal by Perugia striker Massimo Margiotta ended Dundee's hopes as Jim Duffy's side went down 3-1 on aggregate.
Two goals from Alberto Gilardino helped Parma to a 3-0 win over Ukraine's Metalurg Donetsk to give the Italian side a 4-1 aggregate win. Gilardino opened the scoring a minute before the end of a low-key first half, turning in from close range a low free-kick from Marco Marchionni. The pair combined for Parma's second just a minute after the restart with Italy under-21 international striker Gilardino converting a cross from Marchionni.
Marchionni, one of several young players given a chance by Parma coach Cesare Prandelli, crowned his fine individual display with a smartly taken goal in the 73rd minute, firing home after good work from Emanuele Filippini.
Borussia Dortmund sealed their passage to the second round with a 1-0 win over Austrian champions Austria Vienna for a 3-1 aggregate victory. Dortmund midfielder Lars Ricken, who scored the winner in Vienna last month, was again on target.
A hat-trick from Ronaldinho helped Barcelona crush Puchov (Slovakia) 8-0 in the Nou Camp. After being held 1-1 in the first leg, Barcelona were at their best last night with two goal each from Javier Saviola and Luis Enrique and one from Thiago Motta completing the rout.