The file downloads are in self-extracting EXE. Some internet security setting may prevent download of EXE files and for this reason the EXE files are zipped.
Installing a ZIP file: When prompted, please select 'open' which will open the files using a WinZip program. (You may require a copy of WinZip or a similar package in order to do this). Select the file named 'setup.exe' from within the Zip folder and run this to commence the installation process.