hopefully this will help:
after downloading, click "Run"
hit "extract all files and folders" or "extract" (at least something similar)
it will ask you were you want to put the folder. therefore, click "Browse."
click on the "C" drive, "documents and settings," "all users," "application data," "microsoft games," "zoo tycoon 2," "downloads."
doing this will usually get the animals in your game but not objects, buildings, etc.
if an animal doesn't show up in your game, you can also try extracting the folder the same way as before except save it in "zoo tycoon 2," not the downloads subfolder in the zt2 one.
:original: hope this helps and good luck.