Ok, this has happened to me before and the only way I could fix it then was by reformatting my computer and reinstalling XP (and IE). When you click links to download files (like zips or exe's) a little box pops up asking you if you want to save or open and then it has this tiny check box that asks "Always ask for this file type" or something along those lines, usually it's checked by default.
While downloading a zip file I accidentally unchecked this box so now whenever I click a zip file it will download it to some crazy temp directory with a very encrypted name making it very hard to find in case I wanted to keep that zip. I really hate this behaviour as 90% of the times I like to keep my zips in a "Downloaded Files" folder for later use, unfortunately there seems to be no way AT ALL to recheck that damn box. This is because now when I click a zip, it won't come up again, it just goes straight to the downloading dialog and doesn't ask to save or open or whatever.
I've tried that "reset web settings" option and I've resetted to all the defaults for basically everything but nothing works. It still automatically downloads to the temp folder. Does anyone know where this hidden option is to reenable it asking me if I want to download it? It seems as if I've looked in every single option panel. Gah!
"Computers are useless they can only give you answers." 