I use XP and Linux (many versions RH9 Suse10.3 Suse 11.0 Suse 11.1b5).
I download files with Firefox on my XP system, and since I have set Windows Explorer to show hidden files, I DO see the Zone Identifier files. These files started showing up with Firefox 3.x.
I do not remember getting this on Suse 11.0 with Firefox, so I suspect it's not a Firefox thing therefore, and I can find no settings for it in the options.
It seems reasonable that therefore that it's a Windows thing of some kind, triggered by the latest Firefox - though no obvious settings. "Fixing" it in Samba is therefore a mistake - the problem is most people don't have their file manager on Windows set to "Show Hidden Files".
Reading around on the Internet it seems likely that Firefox 3.x "improved" their file downloads by running them through the Microsoft "Attachment Execution Services (see IAttachmentExecute)" which (imperfectly) prevents execution of downloaded files. This matches the action the IE (Internet Explorer) takes with downloaded files.
See
F-Secure Computer Virus Information Pages: Zone.Identifier
File Extension .IDENTIFIER Details
Persistent Zone Identifier Object ()
So far there doesn't appear to be a good way to prevent creation of these things.