I guess you've Googled this file extension, and have assumed that you have a registry problem. You have no doubt gleaned this information from a site that is wanting you to buy a registry cleaner.
You haven't mentioned what zipped file you are downloading, but assuming it's a program or driver download I think you are trying to open the wrong file after unzipping. A .udb file is a system file, and can really only be opened by Windows. You should be looking for an .exe file to run.