You're going to need some extra software installed to be able to 'extract' the file you've downloaded. Choose one of the two below depending on your Operating System:
Windows XP/2000/Vista/Windows 7: 7-Zip (Choose the most recent .exe)
MacOS X: The Unarchiver
7-Zip is installed using the .exe you download, following the instructions on-screen. To install The Unarchiver simply double click on the .zip file you download from their website then drag the program it extracts (called 'The Unarchiver') into your apps folder.
Once installed, create a new folder somewhere you can keep track of (on your desktop for instance) and place your downloaded graphics zip, rar or 7z in it. Now we extract:
Windows: Right click on your zip, rar or 7z. Choose 7-Zip from the menu, then select 'Extract Here'.
MacOS X: Right click (or ctrl + click) on your zip, rar or 7z. Choose 'open with' then select 'The Unarchiver'.
Your file should extract and most probably create a folder in the same directory, or perhaps a .fmf file.