Downlaoded Files

I downloaded a file from the internet it is a update and revisin to a game program I have.
It downloaded ok and was placed into my document folder under downloaded programs… When I go there I find it there ok..I click on it and get the Winzip window I click agree …it opens up and i get a list of files of about 17 of them…when I go to open one up ( They all act the same way when I try to open them) I get a message that says ..< caution your system is not configued to view these files > then I go to the help tab and it tells me I need and then instructs how to install it off my windows disk but I have windows XP and I don’t see it there.. So how can I install this download to my system and add it to MOHAA
The files are opened on winzip and since I cant see the file itself I can’t even see what the file extention is…any idea what is going on here?