You should be thankful that it's not letting you into those files as it's common knowledge to stay well away from any zip, exe, program, game files...Most of them contain viruses and all sorts of nasties that will take your computer down....
Take a look at this stickie and get familiar with file sizes, so you can stay safe...
WARNING: Viruses on network you should be aware of!
Also make sure you scan everything you download before playing or opening...