If this code is still in the file you will find it in:
/includes/modules/templates/your_template_dir/common/tpl_main_page.php

If you do not have that file, then copy the file from:
/includes/modules/templates/template_default/common/tpl_main_page.php

and edit the line, around line 107 in the original, to read:
Code:
  if ($this_is_home_page && SHOW_BANNERS_GROUP_SET3 != '' && $banner = zen_banner_exists('dynamic', SHOW_BANNERS_GROUP_SET3)) {
Now the banners in the defined Banner Group(s) will only show on the Home Page ...