Marcia, I don't know how to ban a Zeus visit. If anyone is around and does know, it's an interesting question.
The other part of your question, "Is there reason for concern about those links?", I can only speak from my own experience. I have a site that's been picked up by more than a few Zeus sites. So far there doesn't appear to be any ill affects and in fact the Zeus link directories appear to enjoy fairly high PageRank. I wander if this is due to the fact that they are modified Zeus directories. They are using Zeus but have also added content to the site. I do know that as I attract more ‘legitimate’ links, in most cases the Zeus links have moved down the list.
I don't use the stock Zeus page however and the directory name and file names are all very carefully thought out. The directory links on my sites are used as part of an overall theme and the link directories are full of nothing but very focused on topic sites. Strategic areas within my site are linked to these pages usually in such a way that it doesn't get followed much.
Those link directories will sometimes outrank "super-optimized" :) pages within the site. I cannot honestly see where this type of scenario will do any harm to those sites within my directories.
I also realize that I'm not the average Zeus user who is probably doing their best to comprehend why they have to link in the first place and the stock Zeus pages are "just fine thank you very much."
I don't understand why anyone who knows the importance of linking is not using Zeus. I think it does a wonderful job for what it was designed to do. It takes a little work to set it up but after that it just runs. It saves me a lot of work collecting on topic sites to use. Granted I don't use it for recip linking the way it was intended but there's another story in that.