opening files directly

When you click a link to a .zip file you can an option of "Always ask before opening this type of file" and I unchecked it thinking it would always "Save Target As..." however it always "Runs from current location ". How do I undo this? When I click it I want to be able to save it instead of waiting for a little while, and getting a winzip dialog with the zip file opened in it.

 

MY COMPUTER > VIEW > OPTIONS > FILE TYPES > WINZIP FILE > EDIT > and tag box labeled "Confirm open after download" (If using other Unzip program or file types, adjust accordingly)

 

Never mind. I goofed.

 

Thanks Zypher

Thanks Zypher
It was a little different for Win XP, but it worked.
Is there a way to make it so that everytime I left click a link to a certain file type that it always assumes I want to "Save As..." ?