A Zip file is a compressed collection of files; these collections often contain an internal directory structure. When unzipping files it is important to unzip the files into a new, empty directory and to preserve this structure.
Create a new directory on your computer and direct your unzipping program there, taking care to preserve the directory structure of the Zip file. Many unzipping programs have a checkbox to specify whether or not the program is to preserve the directory structure of the Zip file.
Please verify that you've preserved the structure by examining the directory you unzipped the program into. It should contain other directories. If you do not see any subdirectories, please delete your directory and try again.
If you do not have a program for dealing with zip files, there are many available on the web. If you are using Windows, you can get the popular shareware program WinZip at www.winzip.com.