As you mentioned ukbob, there would be users not to agree with you on this.
I am one of them
If a .zip is a so called self extracting zipfile, then there is indeed all reason to be carefull.
You can hoever extract those files not by a double click, but by opening with winzip or winrar and scan the contents after extracting.
A normal .zip or .rar is just a compressed set of files, wich could contain nasties, but they never install by themselves.
The golden rule is to be sensible and never touch a .exe or any other self extracting file before scanning it with a good updated antivirus.
I prefer AVAST, but I allso heard good things about AVG.
Theyre both free (and from what I experienced even better than "the world's most trusted") so there's no excuse for not having one and I warn everyone to never ever download a antivirus from P2P becouse that's asking for trouble. (from own experience
)