Annoying Zip Behavior

I have zipped a file using windows explorer, send to “[tag-tec]compress (zipped) folder[/tag-tec]”. I upload it to my windows sharepoint portal site.
My user then downloads and unzips it. But then we discover that we need to add the .zip extension to the “unzipped” file, and then unzip it a second time?

What gives? Is there a workaround for this problem?