In Windows Explorer (not Internet Explorer):
In the top menu bar, go to Tools->Folder Options..., File Types. Select ZIP from the list of registered filetypes and then click Advanced.
That will only help with how winxp handles zip file not how IE handles them .
Im not sure what you need to do about the problem ,have you tried emptying the temp internet files folder ,and then try downloading a zip file .Make sure you are selecting save and not open !
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