Now that 'script kiddies' discovered sending virus infected zips gets their work past many antivirus programs, you many want to make it more difficult to open them or block them completely.
You can do this by editing the Level1Remove key and adding the zip extension to force users to save before opening or add the Level1Add key to block the zip file type.
For more information, see
//support2.microsoft.com/kb/837388 and
Block Additional File Types in Outlook
Published March 9, 2004. Last updated on March 13, 2012.