This issue may occurre because you don't have software that supports ZIP file. You can try to download WinRAR. It provides you with ZIP file support amongst many other formats. You can use it to decompress the file of Netlogger that you just downloaded. To do this, first install WinRAR, after the setup is complete go to the location of your Netlogger file, right click on it and you should now see an "Extract here" option, click on it, wait for the files to be extracted, then proceed by installing the software normally.