Juppy - just tired your idea on Win2K, there are a few differences though
1)Open Windows explorer (my computer or any normal folder will work)
2)go to >tools>folder options>file types tab
3)sift through the list and find winzip, click then select advanced(this should bring up the "edit file type" window)
4)In the edit file type window for winzip, there should be a box for confirm open after download which should have a check.
Logan