You're no trouble.
You don't necessarily need WinZip. Newer versions of Windows have a built-in extractor.
Move the file to your desktop. Then right click on it, and select "Extract All". That'll unzip it and put a folder on your desktop which you can then access easily and move the save into your Castle Malloy folder.
If, however, the file has somehow been corrupted during the e-mailing process, let us know, and we'll re-send it.
Gameplay follows MaG's walkthrough, so you can check against that to see what has/hasn't been done.