unzipped a downloaded game but...

Not sure where I was supposed to post this... Sorry if I'm in the wrong place.
But I downloaded a game from kazaa. I copied a zipped file to disc. I tried to open it. Then I had to unzip it. So I did. I then went to where it was supposed to be and it gave me the option to unzip it again... and I've gone through that about 5 times and I'm getting terribly frustrated. Can anyone help me please!

I tried to delete this... But I see that I won't be able to. I put it somewhere else.

 

kazaa is very dodgy for downloading zip file as you never know what you are downloading, do you have a vius scanner, and do you know which files you are extracting?

 

I scanned it before I put it to disc. It said it was fine. I went back and am currently downloading a different one to see what happens, just cut the lost cd. Thanks for the reply though.