Because a zip file is a lot smaller than a normal file, making it quicker to download. Once you have downloaded the zip file you have to click 'extract all files and choose where you want it saved. :)
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Yupp, But it's pretty darn confusing to use and then you have to download the English zip folder :P
http://www.linfoxdomain.com/nintendo/ds/dl.php/MAX_DS_Video_Converter_Setup_v1.0.zip
download the save and open the zip folder and copy the file inside the zip folder to the gamesave section on your psp (u need a PC and a USB) u cant download from psp internet
HL-2 Torrent if possible and SMOD ZIP.
to download the mods, no, but to actually install them you need some form of an archiving program that can convert files into .zip or .rar format