When you downloaded each file, did you type in a name, or are they their original names?
Open “My Computer”, at the top,click on “Tools”. Click on the “View”. Un-tick “Hide extensions for known file types.
Now what are the names of your files?
If it ends with .zip, you might need Winzip.
If it ends with nothing after the “.”, then try renaming it to .zip.
You can get Winzip here:
(Just the free trial version, for now).
But I don’t think you should need to. XP should open zips, or maybe that’s after Service Pack 2.
Anyway, I’m going to bed soon. So if you still have questions, someone else will probably have to answer them.