I was surfing the web the other day and when I downloaded a zip file I accidentally unchecked the "always ask for this file type" check box.  Now when I download a zip file it downloads in the background and then runs my winzip program.  This was a pain in the neck but I figured out how to change it back. 

In Control Panel/Folder Options/File Types Tab:

At the very bottom of the list should be ZIP file.  Click the advanced and place a check mark back on "Confirm Open After Download"  This fixed the problem.