It might protect you from the Zombies, but unless the Zombies are eradicated early in the "infection" they would eliminate humans.  You'd never be able to leave.
It's all in a Canadian study.
http://news.bbc.co.uk/1/hi/8206280.stm
Some excerpts:
To give the living a fighting chance, the researchers chose "classic"  slow-moving zombies as our opponents rather than the nimble, intelligent  creatures portrayed in some recent films.
Even so, their analysis revealed that a strategy of capturing or curing the zombies would only put off the inevitable. 
In  their scientific paper, the authors conclude that humanity's only hope  is to "hit them [the undead] hard and hit them often". 
They added: "It's imperative that zombies are dealt with quickly or else... we are all in a great deal of trouble." 
According  to the researchers, the key difference between the zombies and the  spread of real infections is that "zombies can come back to life".