I have been playing The Sims for years, all through 1 and 2 and now 3. (Haven't bought 4 yet.) I have all Expansions and Stuff, and some Premium Content, but nothing that isn't from EA; I use NRAAS Overwatch, ErrorTrap, and MasterController. I don't (well okay, rarely) use cheats; maybe a "testingcheatsenabled true" and a "buydebug" to spawn some things, but that's it. I hate the way "moveobjects on" seems to bork up the game and haven't used it in years.
Anyway, I have never seen this happen: my Sim was repairing her broken shower and then mopping the puddle, and looked up to find a zombie in the Steam-It-Up Sauna! Startled the heck out of me, but my Sim was nonchalant, just used the Moodlet Manager to Cure her (the zombie) who then stepped out into the backyard - right through the window! I have 3 doors on my house; they are all Locked to "everyone buy myself." How the heck did that zombie get into my house? How did she get out through a window??
I kinda like the zombies, so I don't want to set the lunar cycle to one phase only, and I don't want to click on the mailbox and remove all the zombies; I keep them the heck outta my garden with fences and locked gates, and that's fine. I just don't want them in my tub! Should I fence in the entire back yard? Every window??