Put it simple, zip files are folders in which the actual files are stored. You need to unzip the zip file in order to get access to the files inside.
If you're using Windows XP, just right click on the file, then click "Extract All". The files will then appear in a new folder. Once unzipped, you can install the theme as per normal.
If you're not using Windowx XP, you'll need 3rd party software, like:WinZipWinRAR
Follow the instructions from the site to unzip.
download the zip files directly to your phone (unless it's a smartphone, or has utilities to unzip them. You need
to unzip them from your computer before sending them to your phone. If you see any *.zip files in the gallery, you cannot
download them thru wap (same exception applies, unless your phone has the utilities to unzip theme).Sony Ericsson T610/T630/Z600 cannot download zip files thru wap