If you are running WinXP, you should be able to open it. If you are not, you have to use 3rd party software. There are quite a number of freeware out there. Google or check this forum Download section in Utilities/Compression.
The main problem i found with the xp zip utility is it doesn't actually unzip it just shows you the files in the zip,witch is pretty annoying if you need to unzip and install,unless its me not using it right,anyway i swapped to win-zip.