.ZIP/.RAR file im confused...

[Chansickly]

i wanted to download this file here http://spriters-resource.com/ds/harvestmoon/sheet/39018 but it wouldnt let me open any of the images when i tried, the destination file couldnt be created, it said.
i know this is a stupid sort of question to ask but how could i fix this?
any help would be appreciated, thank you.