Today there are so many programs out on the net for free, some of which are compressed to speed up the transfer between computers. To uncompress them you need a program.
7Zip does an excellent job, is free, and has no ad-ware in it.
It's my personal favorite for my windows machine, and it's a solid part of my linux machine as well.
If you are interested in this awesome program, go here:
P.S. if you are a linux person using debian or some other program for getting your updates, getting 7zip is as easy as typing '7zip' (no quotes) in synaptic or other package fetcher)...