The file is compressed to a smaller size using a software to compress it. All you have to do after downloading is decompress it with win zip. If you have Windows XP you already have win zip and just have to right click on the file and click on the unzip button. If you read the whole instructions at the site they tell you how to do this.
*If you do not have a decompression utility on your computer, you can download WinZip at http://www.winzip.com.*