compressed files

[still annoyed]

This is starting to get annoying. I've been trying to
download compressed files. I save them to a folder
titled downloaded files and then when it finishes
downloading I unzip the file but I still can't play the
game. I look for exe but there isn't one within the
file. When I open it before unzipping it it tells me
that the compressed file is corrupt. But it seems that
every compressed file I try to open is corrupt. I just
took it that it couldn't be opened because it hadn't been
unzipped yet but even when it is unzipped I still can't
open the darn thing. Maybe this might help: the file I'm
trying to download is one of those d-mods (for those of
you who are familar with the dink smallwood game). They
can't all be corrupt can they?