YOu mean the zip file will not open? Any program that opens zip files should be able to open it. Winzip, winrar, etc. A good free one that can do all winzip & winrar pro can do is Tugzip:
TUGZip - The Free Archiving Utility
Internet is working fine for all other programs? Browsers running through pre-opened ports yes, what about games that require special higher ports opened for them.