problems with self-extracting file

After a reformat, when I try to open an AVG-Grisoft self extracting zip a totally different file tries to install. According to Grisoft it occasionally happens. When it does, I'm supposed to open the self extracting file with winzip or something similar. I can't figure out how to do this. Can anyone help?

ED R
(OS = WinMe)

 

With self-extracting zipped (compressed) files, you do not need any program like WinZip. The file will end in .EXE should extract automatically.

You can also open some compressed files by right-clicking the file and selecting WinZip, Open with WinZip. If you want to download and install an evaluation copy, here is WinZip's page: http://www.winzip.com/

What is the name of the file you are trying to open? Do you have a link to the page that contains the file?