No, ZIP files are pretty much universal. Regardless of what created it, any OS with support can open it.
That said, due to the differences in the supported features, when you use the Finder (by right-clicking) to create a ZIP file, pretty sure it also adds some "metadata" files to the archive. These are invisible when decompressed on a Mac--the data contained is just put back where it belongs upon decompression--but when decompressed on a PC there will be some 0 size "garbage" files included in the archive.
They're harmless, and it should be pretty obvious which files are the "right" ones to a Windows/Linux user, but if you want to avoid any clutter you can use a 3rd party ZIP application to create archives. I've never bothered, personally.
For reference, there is a program called Stuffit, which has its own Mac-oriented archive format, .sit (though there are Windows tools for compression/decompression as well), but due to widespread support of .zip in the OS there's little point in using it anymore for the average person. It's sort of a holdover from the OS9 days where you really did need a different format to distribute Mac applications and files with resource forks.
