I don't get it. Anybody that's ever watched a few movies or tv shows knows how easy it is to build a fire, and use heated metal to cauterize Hershels leg stump.
Problem solved, and he no longer will bleed out. It's posible the shock of cauterizing it will kill him, but bleeding out surely will, so why not try?
Also, they don't have to worry about zombie's "infecting" them. The CDC guy in the 1st season told Rick: "We are ALL infected". They proved that in season 2, where when Rick killed Shane, he immediately re-animated as a zombie in just seconds. So, any death at all results in you becoming a zombie. You can only hope somebody shoots you in the head immediately.