Insurgents, meanwhile, killed five U.S. soldiers, set off a suicide car bomb that killed four policemen in Baghdad and targeted more polling sites across the country. U.S. fighter jets thundered through the skies over Baghdad throughout the morning in a show of force against the militants.
"We are getting close to finishing off al-Zarqawi and we will get rid of him," said Deputy Prime Minister Barham Saleh.
The announcement was timed partly to shore up public sentiment in favor of the elections Sunday, reports CBS News Anchor Dan Rather from Iraq.
The arrested al-Zarqawi associates included Salah Suleiman al-Loheibi, the head of his group's Baghdad operation, who met with al-Zarqawi more than 40 times over three months, said Qassim Dawoud, a top security adviser to Iraqi Prime Minsiter Ayad Allawi.
Dawoud said Ali Hamad Yassin al-Issawi, an other associate was also captured. He said the two arrests took place in mid-January but gave few details.
Also captured was al-Zarqawi's military adviser, a 31-year-old Iraqi named Anad Mohammed Qais, 31, said Saleh.
The Jordanian-born Al-Zarqawi heads al Qaeda's affiliate in Iraq, which like other militant groups has threatened to kill anyone who takes part in Sunday's election. It repeated those warnings in a new Web message Friday, telling Iraqis they could get hit by shelling or other attacks if they approach polling stations, which it called "the centers of atheism and of vice."
"We have warned you, so don't blame us. You have only yourselves to blame," it said.
On Thursday, the group posted a video on the Internet showing the murder of a candidate from Allawi's party. The tape included a warning to Allawi personally: "You traitor, wait for the angel of death."
In other developments:
Friday's announcement brings to three the number of purported al-Zarqawi lieutenants arrested this month.
Officials fear a low turnout in Sunday's vote — particularly among Sunni Arabs — could tarnish the legitimacy of the new government. Iraqis will choose a 275-member National Assembly and governing councils in the country's 18 provinces.
The U.S. ambassador in Baghdad, John Negroponte, insisted some Sunnis will turn out to vote. "Sunnis don't only live in some of these beleaguered provinces, they live here in Baghdad, they live in other parts of the country," Negroponte said on CBS's "The Early Show." "I think you're going to see participation across the board."
Iraq's Shiite Muslim majority is eager to vote, expecting the election to establish their domination of the country after decades of repression. Sunni Arabs, however, may follow calls by some leaders to boycott the vote — or may be intimidated by the violence that has been at its worst in mainly Sunni regions north and west of Baghdad.
Three U.S. soldiers were killed Friday when a roadside bomb exploded in southwestern Baghdad, military officials said. The three were from the 256th Brigade of the Louisiana National Guard.
The two American soldiers from Task Force Baghdad were killed Friday in two separate incidents in Baghdad, one when a roadside bomb went off, the other in a shooting on the other side of the capital about 15 minutes later, the military said.
Friday's suicide car bombing rattled Baghdad's Doura neighborhood, a flashpoint in recent days, with several street battles between insurgents and Iraqi National Guard troops and assassinations of government officials.
Hours later, another car bomb exploded on the neighborhood's main road, damaging a school where voters are to cast ballots Sunday. No one was hurt.
Elsewhere, insurgents hit designated polling centers in at least six major cities across the country. Gunmen attacked a school to be used as a polling station in Kirkuk, killing one policeman, officials said.
Bombs blasted three more schools designated as polling sites in the city of Beiji, 155 miles north of Baghdad. A mortar shell landed on a house close to a school believed to be used as polling site in the western city of Ramadi, wounding two women and two children, a hospital doctor said.
In southern Iraq, a roadside bomb hit an Iraqi police vehicle, killing one officer and wounding three others, said police Lt. Col. Karim al-Zaydi. The attack occurred in the town of Zubair.
Also Friday, insurgents shelled a U.S. Marine base south of Baghdad, injuring three American troops and three civilians, the military said.
Authorities on Thursday night found the bodies of four Iraqi National Guardsmen who had been shot dead in Ramadi, capital of the troubled Anbar province. Police believe the four had been kidnapped several days ago.