I downloaded it. Seems to be a normal zip file - I just unpacked it (this is Linux).

Odd thing is that it contains two directories - "The Columbia World Library Of Folk & Primitive Music" and "__MACOSX". The former contains 7 albums::

david@pan:~/temp/temp1/The Columbia World Library Of Folk & Primitive Music> ls -G
  The Columbia World Library Of Folk & Primitive Music, Volume 10_ British East Africa
  The Columbia World Library Of Folk & Primitive Music, Volume 11_ Japan, The Ryukyus, Formosa, And Korea
  The Columbia World Library Of Folk & Primitive Music, Volume 12_ India
  The Columbia World Library Of Folk & Primitive Music, Volume 17_ Bulgaria
  The Columbia World Library Of Folk & Primitive Music, Volume 2_ French Africa
  The Columbia World Library Of Folk & Primitive Music, Volume 7_ Indonesia
  The Columbia World Library Of Folk & Primitive Music, Volume 9_ Venezuela
  

The MACOSX directory contains 7 empty directories with the same names. Maybe on a MAC this does something?