First let's deal with the compressed file issue.
Since I don't know what your using as your default extractor, I'll kinda start from scratch.
I like a small, very robust compression utility called
7-Zip it works very well and adds itself to the right click context menu and provides nice options there. So consider downloading and installing it. Then....
Open 7zip and from the menu, choose tools and then options. From the system tab, you can choose any number of compressed file format file extensions to associate with the extractor.
See if that helps with your issue
There are several other ways to deal with this issue including fixing your default programs file extensions associations, so we can go through that if you want, but I...