There are some materials that are more susceptible to corrosion at higher salt levels. Though obviously low-grade stainless steel and naked steel and zinc are problematic, they aren't usually used in pools in the first place (high-grade stainless steel is used instead). However, aluminum is used in automatic covers and if the header/leader bar is immersed in the water as it is for "vanishing" covers, then it can corrode more quickly. My PB ran into this problem on all pools he installed with such vanishing covers where they were OK in non-salt pools but corroded rather quickly in salt pools. The cover manufacturer recommended using a zinc anode which he did and has not had any problems since.

The key, as Ben mentioned, is to electrically connect the anode to the metal you want to protect and since that metal should be connected to the bonding wire, you can just protect everything on the bonding wire by attaching the zinc anode to it. The zinc anode is ideally then buried in moist soil (i.e. to "ground"). The net effect of all this is for the oxidation of the zinc to put electrons onto the wire essentially putting a small negative voltage on everything connected to the bonding wire. This essentially raises the overvoltage that needs to be overcome for the protected metal to corrode -- any metal trying to give up its electrons has more work to do so since there is already a negative voltage (extra electrons) trying to stay with the metal atoms.