by .zip you mean by the use of winrar? wait... I only downloaded the 2 files needed that are in the manual correct. ok well im going to look for a file "unzipper" so I know to do what is correct.
A - I assume you are on Windows and have the "Tools-->Folder Options-->View" box ticked next to "Hide file extensions of known file types." I also assume you have WinRAR installed and it has associated itself with .zip files so all you are seeing is the file name and the WinRAR icon.
B - The name of the file that needs extracted to your iPod's hard drive is "rockbox.zip" (if you follow the manual's link to "current") or "rockbox-ipodvideo.zip (if you followed the manual's link to "daily") - It is a .zip style archive and WinRAR can extract it fine.
C - What are the names of the two files the manual told you to download? The manual tells you to download
three (ipodpatcher.exe - bootloader-ipodvideo.ipod - the firmware .zip) files, and strongly suggests you download a fourth (fonts).
D - I suspect you skipped step 2.2.2 and went straight to 2.2.3.