I can't get it to work either. I did exactly what harleyeclipse said, and it still won't work. After you go to C:/documents and settings/All Users/Application Data/Microsoft Games/Zoo Tycoon 2/Downloads, there is still another folder there called zootycoon_com_zt2_1033. Should I put it in there or just in the downloads folder?
Also, when I go to Application Data in the All Users thing, it is kind of faded out. Does that mean anything or does it matter?
Thanks