question about UW downloads

[baddy2shoos]

So I downloaded the Riverrun stuff and I've tried both opening it and saving it. It downloads OK and saves to my Downloaded documents...but when I try to open it and play it, it says there's a problem and I think it's because it's in a zip folder. I've tried to open it in both media player and real player - what am I doing wrong? What should I be saving them as?

Sorry for all the questions...thanks :-)

Oh and sorry if this in the wrong place - it just seems to be the most viewed area.