It may have been Max Brooks's Zombie Survival Guide. From the section on Weapons and Combat Techniques:
Finally, at five meters, we used the last bit of fuel in the flamethrower! The sons of bitches lit up like torches but just wouldn’t stop! One of them grabbed [Name Withheld], setting him on fire as it bit through his neck. I saw the rest of those things surround him as we took off for the jungle, a mob of burning bodies squatting down to tear another screaming human torch apart.
Also, from the Fire section:
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.
Lastly (and I don't have access to the book, so I can't verify where it showed up), TV Tropes mentions under Infernal Retaliation as also being in Zombie Survival Guide:
"Established wisdom for modern zombie hunters: The only thing worse than a horde of zombies is a horde of flaming zombies."
They also note that mention of the danger of flaming zombies does come up in World War Z as well.