Keep walking, its not your business and she's keeping the living dead distracted. Unless she's really hot, then you might try and save her, gotta repopulate the world with beautiful people and all.
Grab a sign post and tear through the horde of zombies like a freight train. Rescue woman and roar with your success.
Ask the leader of your group what to do and suggest a vote
Try and convince the group that it is their human duty to save that woman and come up with a complicated plan for her rescue
Start a fire with the skills you learned as a boyscout
Tell everyone to either deal with it, or use body heat. Zombies only like one thing more than brains, warm brains by firelight.
Find the nearest large male and press yourself against them for warmth
Commence doing push-ups until the store feels like a rain forest from the heat and humidity you generate
Use a combination of molitov cocktails thrown from the upper story along with the distraction of throwing a member of your party into the horde to clear a path for your escape
Start weeping uncontrollably and pray to whatever god you believe in, someone will surely save you
Take a door off its hinges and use it as a battering ram to clear a path for your fellow group mates
Tell everyone to calm down and get input from everyone in the group on their ideas for the best possible plan
Put them on your back and carry them to where their loved one is to say their last goodbyes
Double tap them on the spot, they aren't a person anymore
Discuss the philosophical implications of whether or not they are still the same individual and deserve the right to see their loved one
Your heart is broken by this situation, you will fight valiantly to keep them alive so they can see their loved one
A walmart, all the supplies you could ever need
A gun shop, need to have a way to defend yourself
It doesn't really matter as long as you're family is with you
A bookstore, all this glorious time to read!
Immediate family and someone who knows how to butcher whole animals
Anyone you can find, you must save everyone you can
Everyone who is friends with you on facebook
Women, lots of women
A bus, so you can bring as many people with you as possible
A motorcycle with a shotgun holster, good gas mileage and mobile
A luxury SUV, have to be comfortable when the world ends
Jeep Wrangler, I can fix every part of it with my eyes closed