The CDC recommends quarantine. Kyle Munkittrick runs through the various scenarios:
For those who are infected and in transition to the point of having lost lucidity, the moral action is immediate death. Whether you are considering the later possible harms of the zombie, the current harms of pain to the individual, or the dignity of the person being robbed by the transition, the lack of reasonable thought means that person's protests and pleading are to be ignored. All thought is now the result of infection madness, through a haze of blinding pain, or the manifestation of the zombie micro-organism's self-preservation function and are not to be considered in the way the pleading of a lucid person would be.
The Dish 