In a large saucepan, bring cranberries and water to a boil. Reduce heat; simmer for 3 minutes or until the berries pop, stirring occasionally. Stir in sugar and gelatin until dissolved. Pour into an 11x7-in. dish; refrigerate until set but not firm, about 1 hour.
Combine the apple, celery, walnuts, orange juice and zest; stir into gelatin mixture. Refrigerate until firm.