"Here's a dramatic example of how a woman, who clearly knows better, is willing to endanger her unborn child's life and health by engaging in activity which many believe is at least as dangerous to a fetus as using crack," says Professor John F. Banzhaf III, Executive Director of ASH.
"The fact that this intelligent and strong-willed woman, who clearly can afford the best smoking-cessation assistance available, would knowingly do this also dramatically illustrates how strong the strength of the addiction to nicotine can be," said Banzhaf.
     "Unfortunately, many members of the public begin to pay attention to major medical problems --including addictions to alcohol, heroin, and nicotine -- only when it affects a famous person such as an actress," said Banzhaf. 
      "That's why it's so important for the world to be able to see this dramatic evidence of the dangers of smoking to both mother and child. A picture is certainly worth a thousand words, and this picture could well save a thousand lives if young girls see it and heed the warning before it's too late for them."

ASH was not the only organization very concerned about the very bad example Zeta-Jones was setting.  For example, she was reportedly targeted by a "radical antismoking organization" in 2004 over her smoking. LINK

In another example, Catherine Zeta-Jones and Colin Farrell were targeted by teens about their smoking in movies. LINK