i think this may help
http://beta.experts-exchange.com/Web..._20618802.html
Basically this what the link says
For Windows 98
Click "Start" -> "Program Files" -> "Windows Explorer".
Then click "View" -> "Folder Options".
Change to the "File Type" tabs.
Scroll down to locate the file type. Highlight "WINZIP FILE" and click the "Edit" button.
Then check the option "confirm open after download".
For Windows XP
(Assume the file type is "ppt")
Click "Start" -> "Program Files" -> "Windows Explorer".
Then click "Tools" -> "Folder Options".
Change to the "File Type" tabs.
Scroll down to locate the file type. Highlight "PPT Microsoft PowerPoint Presentation" and click the "Advanced" button.
Then check the option "confirm open after download".
Click "OK to confirm.