I finally got it to work. I was using an program that speeds up downloads, it connects multiple times. When I connected only one time, it was able to unzip the file normally.
Problem is fixed! Thank you everyone who tried to help me!! I really appreciate it.
It keeps locking up on me as I download. It really irks me because I have to start all over. I don't know if it is the server, my PC or a MICROSOFT EXPLORER OR OS Thing. GGGRRR.