They ususally used incendiary ammunition (the British version was called 'Buckingham' ammunition). These bullets were loaded with phosphorus that would be ignited as the bullet was fired. It burned out after about 300 meters though, so the range was short. These bullets also left a trail of smoke, leading to their nickname 'smoke tracers'.

Since Zeppelins were loaded with hydrogen gas, enough incendiary bullets were usually enough to light them on fire.

Machine guns firing ball ammunition were not effective against Zeppelin and Schütte-Lanz airships (punching a few small holes in one of the gas bags had little effect), so a variety of weapons were developed including the [Ranken dart] (http://www.iwm.org.uk/collections/item/object/30023708), an explosive/incendiary dart, and the Farnborough '[Firey Grapnel] (http://www.iwm.org.uk/collections/item/object/30004024)'. The main problem with such weapons was that they were designed to be dropped on their target, and early aircraft had difficulty climbing up to the altitude that Zeppelins operated at; the B.E.2c, the primary home defence aircraft of the RFC, had a maximum speed of 72mph, and took 45 minutes to reach an altitude of 10,000 ft. There was one successful bombing attack, made by Rex Warneford of the RNAS in June 1915, on a Zeppelin returning to base, but that was an isolated incident.

The key breakthrough in combating airships was the development of effective incendiary and explosive ammunition, in particular three rounds known (for their inventors) as Brock, Pomeroy and Buckingham. The first two were explosive bullets using potassium chlorate and nitroglycerine respectively, the third was an incendiary that used phosphorous. Using an upward firing Lewis gun loaded with a mixture of the three types of ammunition, Leefe Robinson shot down Schütte-Lanz SL 11 over Hertfordshire on September 3rd 1916, and several other airships were downed over following months.