Got there Dave and clicking it works fine for me (calls WinRar in my case). I still think the problem has to be to do with file assosciations and would suggest.

a) I don't know your program but can you try re-installing it?

b) Can you open your program and then open an archive? If so have you tried it?

c) Consider installing Winzip as I know that one will perform the file assosciations for you.

d) Is it possible that the .zip file you downloaded is corrupt?

Jon