To unzip files that are zipped, you will need a suitable unzipping program.
We use WinZip V9, but others are available.
Examples are:
1) 7z. See
www.7-zip.org. Free. XP/Vista.
2) TUGZip. See
www.tugzip.com. Free. XP, but not Vista (tested Feb 2009).
3) WinZip (V9 or later). See
www.winzip.com. Not free.
4) StuffIt (Usually Mac but also available on PC). Not free.