From "The Zombie Survival Guide: Complete Protection from the Living Dead" by Max Brooks
"The living dead have no fear of fire. Waving an open flame in a ghoul's face will do nothing to slow or impede its advance. Zombies who have caught fire will neither notice nor react to the engulfing flames in any way. Too many humans have met with tragedy for failing to understand that fire is no deterrent to zombies!"
"Flesh -- human, undead, or otherwise -- takes a long time to burn. In the minutes or hours before a blazing zombie succumbs, it will become a walking -- or to be perfectly accurate, a shambling -- torch. Several cases have been recorded in which burning ghouls have done more damage, even caused more deaths, than they would have with only their fingernails and teeth."