I have watched this video http://www.markj.net/iphone-memory-debug-nszombie/
The guy shows an option called Enable NSZombie Detection on Allocations inside instrumen
You can find it in Instruments in the Allocations Instrument. The easiest thing to do is to select:
Run -> Run with Performance Tool -> Allocations
This will start the application and Instruments will start recording. However, the Zombie detection may be off. To turn it on, stop the recording, click on the 'i' icon, and check 'Enable NSZombie detection'. Once it is enabled, start the recording again.
It should be noted that in XCode 4.0, one can only enable zombie detect in the simulator, not when running on a device.