Funny this one :)
According to Microsoft: "This file has been zipped. You will need an unzipping program, such as WinZip, to open it. WinZip comes with Windows XP. If you are using Windows XP, continue to step 3, below. If you use another unzipping program, follow the instructions for unzipping files in that program. After unzipping the file, follow steps 5 and 6, below."
The above is (still) displayed here and it seems someone over at MS Media Center Editions unit got their facts a little wrong there ;) In true Homer Simpson style, DOH!
News source: LockerGnome