click on which thing you want to download
if you are asked what to do with the file, click download later
save to desktop
once the download is complete, click extract all files to c:/documents and settings/All Users/Application Data/Microsoft Games/Zoo Tycoon 2/Downloads if you are downloading an animal, pack, etc. if you are downloading saved zoos, they go in c:/ Documents and Settings/Your Username/Application Data/Microsoft Games/Zoo Tycoon 2/Your Profile Name/Saved
if you can't find these folders, go to your control panel, click on folder options, then View. Then you select show hidden files and folders.