South African captain Graeme Smith clean bowled on the second delivery of the first over of the innings bowled by Zaheer. Meanwhile, Kallis was caught at the first slip by Sachin Tendulkar for naught.
Zaheer's fiery outburst continued as he scalped opener Bosman who was caught in the slips by Tendulkar even as Agarkar proved expensive at the other end.
Earlier, South African skipper Smith won the toss and elected to bat against India in the third match of the five-match One Day International series.
South Africa: Graeme Smith (capt), Loots Bosman, Herschelle Gibbs, Jacques Kallis, AB de Villiers, Mark Boucher, Justin Kemp, Shaun Pollock, Andrew Hall, Makhaya Ntini, Charl Langeveldt
India: Virender Sehwag, Sachin Tendulkar, Rahul Dravid (capt), Mohammad Kaif, Dinesh Karthik, Mahendra Dhoni, Irfan Pathan, Harbhajan Singh, Ajit Agarkar, Zaheer Khan, Anil Kumble