My first advice would be not to download programs and zip files from the network. In 99.9% of the cases you'll get more than you've asked for (virus, troja, spy, just to name a few).
My second advice would be to have a proper protection handy, in case you won't listen to my first advice:
Spybot - Search & Destroy (FREE) http://www.lavasoftusa.com/software/adaware/(free) http://www.grisoft.com(free AVG - one of the best) http://www.ewido.net (offers free trial and can be used afterwards with all necessary updates)
And last but not least, my advice for your problem above: Check all files of that kind before opening with the above programs (after you've checked your whole system), and then hope that one isn't infected and can be used.....
