|So, you have a home made CDR with a program in zip format on it? Is that correct?|
Are you running Windows 7 on the computer you are trying to install to? If not, you may not have an unzipper program installed. I recommend you download and install 7zip, which is free and can open most compression formats.
Get 7 zip at the link below.
If you are running Windows 7, zipped programs should open but the default unzipper may not recognize the format. In which case 7 zip should work.
If so, how are you trying to install it? Most likely auto run is not working. You may need to go to computer> explore. Double click on the zip file. If the zip file is not listed then you can right click on each file on the CD to see the properties of that file. When you find the correct file you can double click it to start unpacking it.