Also, using an archiver software like ZIP or RAR is not only useful because it makes the installation package smaller and safe against the usual virii that cannot infect executables inside archives but it also gives you the possibility to check the integrity of the archive
at once after the download.
How irritating it is when A) you get stuff installed but it is damaged and it doesn't work (properly) or B) you start the installation and it chokes with a weird error message that, after some searching on the Net, boils down to a damaged installation package.
(Yes, archives are harder to use for the average user. Which is why 1) Windows XP has built-in ZIP support and 2) WinRAR is one of the first softwares to be installed on a Windows PC.

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Joe Forster/STA
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