Also, start securing alternate escape routes. Metro stations work wonders, and so does ports.
Get patrols working and send them out look for survivors that can help you. You'll need to be able to reinforce yours ranks. Also, doctors could prove vital in case of a disease problem.
Next issue would be to get working on a cure, or working on killing all the zombies, you wanna re-establish a state, not just "live" because that probably wont last unless you go to counter the zombies.
Also, make sure you do all the things you need to do without stirring too many zombies, a spear formation might work against 20-40 zombies, but if they come from all sides, I suppose you a screwed if just one of the guys start to leg it.