Fish, If you're using Windows XP it has its own Zip Program. All you have to do is double click the zip file to open it or right click it and choose Extract. A good Free Zip progrma is "PowerArchiver 6.11 (2.1 MB)" which you can download for Free at the link below.
Versions prior to 7.0 are freeware.
Can anyone recommend a good "free" zip program?