You can use 7-zip to extract the file without unblocking it. You can download 7-zip here: http://www.7-zip.org/. If you want to use the standard Windows "Extract All" function, follow these instructions.
When you download and extract ZIP files, you should Unblock the before extracting it. If the file is not unblocked, the contents of the extract may be corrupt or unusable. Follow these instructions to unblock a ZIP file:
1. Right click the file, then click Properties.
2. In the the file properties dialog box, click the General (default) tab. Click Unblock in the Security section to unblock the file.