Oh, don't worry about it, Icestorm! We've all had that problem when we first began! :lol Well, some of us who have had that problem discovered that the solution for ZT2 and ZT2 ES seems to be (for those of us who aren't as technical as penguinman!):
1) after unzipping (you will need WinZip) the files to C:\Program Files\Microsoft Games\Zoo Tycoon 2
2) inside that folder, you'll see another folder, created by the MAKER (e.g. exitree, penguinman, martin1990)
3) inside THAT folder will be yet ANOTHER folder (e.g. arctic fox), plus a .dl file also called arctic fox
4) cut the zoo tycoon 2 file (inside that 2nd folder) and paste it next to the arctic fox .dl file
5) Now you have two files side by side, both named arctic fox
6) then, take both THOSE files (artic fox.dl and arctic fox.zoo tycoon 2) and CUT and PASTE them into
7) C:\Program Files\Microsoft Games\Zoo Tycoon 2
8) This virtually always fixes the problem
Some computers are configured differently, and some won't 'recognize' those individual folders. Mine, for instance, won't. I always have to do the above to get my downloads to work. Hope that helps! :happy