Do you have pictures of the bolts? Best bet is to grind off the coating if you are going to weld if it is zinc as it becomes airborne at about 800°F and is very bad to breath. Wont hurt you much if it is once or twice but welding some materials without proper preventative cautions can lead to serious health issues. I would say do not get in the practice of welding zinc plated material with out properly cleaning it. Also it makes for some nasty hot splatter that will shoot all over the place when welding.

Check out this link for some more information and safety tips to remember when welding.

http://www.osha.gov/doc/outreachtrai.../weldhlth.html