Huh, I don't remember the last time I downloaded an OS that came in Zip format, they typically come in .ISO format.
You don't need anything fancy to unzip one if you do come across one, 7Zip is free.
Anyway, Check out Ubuntu or Linux Mint, they are free and come as .ISO. You either burn it to a DVD, or flash it to a USB drive via Universal USB Installer (or similar program).