The .zip means that this is a compacted file to be opened with WinZip (or WinRar).
If you are using a Mac, sorry, bit I don't know the options there.
Inside the compacted file is the .atn file.
This is a file with a Photoshop action. You should save this, best somewhere inside your Photoshop>Presets folder.
In
PS, goto the actions palette, find the little menu button and choose "Load Actions..." and load the .atn file.
After that - run the action.
Rô