The clarifications:
1. From what I can find out, Easy Word is a DOS program (that is, it opens in a DOS window and has the old-style text and menu options). I have never seen a DOS program that created file associations, so could you be more specific about that program? Where did it come from?
2. When you say the downloaded file is OPENING, do you mean:
a) Easy Word starts and comes up with garbage displayed on the screen or crashes (which is what everyone here is assuming)
b) do you mean Easy Word opens a window with the name of the ZIP file displayed
c) do you mean the ZIP file is being put into the Easy Word folder?
BTW, ZIP files are files that "contain" other files which have been compressed to take up less space on your system. They have to be UNZIPPED first before you can use them. Unzipping (also called extracting files) is just a matter of having an unzipping program, opening the file in it, and then saving the uncompressed files to the folder of your choice.
The suggestions:
If (a), above, then the other posters are on the right track to help you solve the problem, but I would suggest downloading and installing a ZIP program. This program will create file associations in Windows98 for ZIP files and should "take over" when you download or double-click one. You might try this program (I've never used it, but it's free), but there are better (pay) choices.
http://download.cnet.com/downloads/0-10097-100-6005213.html?tag=st.dl.10001-103-1.lst-7-1.6005213
If (b), maybe Easy Word has the capability to unZIP files? You would know this because the window that comes up with Easy Word should have some options listed to EXTRACT the file. If this is the case, you will need to check your Easy Word documentation to see how to unZIP the file. You will then pick a folder to unzip the MIDI file to, which should then play on your MIDI player when you go to it in Windows Explorer (not IE) and double-click it. You could also try the same solution for (a).
If (c), the file is just being saved to the Easy Word folder, you just need to tell IE6 what folder to put the file into when you are downloading. When you click the file at the midi site, if you get a window that says "OPEN, SAVE, CANCEL", pick SAVE, and change to the folder you would like to have the MIDI file in. Then go to that folder in Explorer and double-click the file name to play it. (If you don't get that "OPEN SAVE CANCEL MORE INFO" window, then downloading and installing a ZIP program should help.
Hope this helps. If not, or if it raises new questions and/or hope that we're "getting" what the problem is

, then please reply and I'll write another book-length reply.