The .exe file for the software needs to be compressed because some browsers and security software will block .exe files as they read them as potential viruses. The compressed file is called an archive and usually has a .zip extension for WinZip created archives. WinZip is a very common program used for compressing or zipping files; download it here.
WinZip is a shareware program. It can be downloaded and used free for 30 days. After 30 days, you can still use WinZip program; you only need to click the “Use evaluation version” button when unzipping a file.