Uhm, this may be a bit much to tackle...geez, can't you ask some 13 year old to show you how?

Programs like Winzip and 7-Zip are designed to take files and compress them to make it easier to download and store. Once downloaded, you decompress them to their original size and use them normally. Like packing a siutcase.

I used Winrar only to aid you in downloading a bunch of mp3 files, so instead of downloading 15 files you just have to download one. The individual music files are in mp3 format, which means that the music is already compressed; that's what the beauty of mp3's is all about! (same thing with jpeg images, by the way) So Winrar won't really compress the files further. It just packs them up in a shipping box.

So you download the file.zip, and then you unpack the individual files to a location of your choice on your hard drive so that you can access them normally, using the whatever media player you choose. (I like Winamp.) I've read that all new operating systems include zip funcionality built-in. New meaning Windows XP, Mac OSX, and the latest builds of Linux and FreeBSD.

Okay? There are too many variations of operating systems and software to be specific, but try the help file or some surly teenager. Or search for "zip file help" or something. Take some initiative, dammit...