Go to the Essential Utilities page here at SimV. Download WinZip and install it. If you don't have this utility, your computer won't recognize the file and you'll get the error you're seeing. It's just the best file compressor/decompressor available. (And free, too!)

Also, what might help is first minimize your AOL browser and click the "Blue E" on your desk top. That'll open MS Internet Explorer. Simply download your files using it instead of the AOL Browser.
But get WinZip first, and you should be OK.

Hope this helps.