Out of curiosity, what was the largest size round they used (my google-fu is failing me)?
While I have no trouble accepting a 5.56mm round not knocking over a zombie, I get a bit iffy when considering .50 calibre machine guns and I refuse to believe a 25mm round from a Bradley IFV's main weapon wouldn't send a human-size object flying (or at least put massive holes in it).
Edit: found it, a .50 from a sniper rifle wouldn't send them flying, so I suppose a MG wouldn't send them flying either (would probably knock them down with repeated hits).