A fresh install of Vista comes with it's own zip program. As I said, it should look like a folder with a big zipper over it.
From the sounds of it (The 'open with' showing movie maker and itunes) the file you are double clicking on on your desktop is not the downloaded zip file you want.
Delete this broken file and try downloading it again.
When you save it, try giving it another name like "myui.zip" and see what happens.
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