I was surfing the web the other day and when I downloaded a zip file I accidentally unchecked the "always ask for this file type" check box. Now when I download a zip file it downloads in the background and then runs my winzip program. This was a pain in the neck but I figured out how to change it back.
In Control Panel/Folder Options/File Types Tab:
At the very bottom of the list should be ZIP file. Click the advanced and place a check mark back on "Confirm Open After Download" This fixed the problem.