Problem extracting downloads

[Voltron87]

I've downloaded a bunch of spyware/ antivirus programs, but when I look in the folder where I downloaded them they just appear as the blank white icon with the windows symbol on them with a random name like "C3AJS3V". I double click them, and i get this pop up window "what program do you want to use to open this", and I dont know what to do. My comp is fairly new, and I dont think I have any stuff it or winzip programs. So I download a winzip program from downloads.com, same thing, cant open it. I have the winrar archive program, but I get an error message.

All the files I download come up in this weird format and I don't know how to extract them. What do I do?