Sadie,
I do not run Windows XP as it still has too many bugs for my liking. But, doesn't it come with a built-in zip file compression / decompression utility?
I would try an aftermarket compressor / decompressor such as:
WinZip - get it
here
WinRar - get it
here
WinAce - get it
here
any of these will decompress a zip file.
In reference to your pdf problems...
In the case of Windows 2000 (what I use), it is necessary to get several updates from Microsoft's website just to get Adobe Acrobat to work !
Windows XP just recently came out with Service Pack 2. Perhaps just an update from Mcrosoft is all you need?
As a last resort, you may need an update from Adobe...
if a pdf file was created with the latest version of Acrobat, the earlier version probably won't open it...
Hope this helps,
Akira