What Pev said
Exactly right, Pev.
One of the key moments in WWZ (spoiler alert!) is when the army takes on a zombie horde with their conventional weapons, and end up overrun by... a zombie horde full of bullet holes.
Mankind have made lots of weapons that are very good at perforating human beings, or tearing them apart. Traditional film/book zombies, they don't mind that so much.