There are a number of great products that allow you to decompress the zip file you've just downloaded. Some of these include winzip (http://www.winzip.com/) and pkzip (http://www.pkware.com). If you're using Windows XP, an extraction wizard is already installed on your computer. The images included in this section will be of the extraction wizard included in XP.
Open Windows Explorer (right-click the 'Start' and choose 'Explore') and navigate to the file you just saved. Double-click the file. Another window will open showing the compressed folder: