You may be new to the net, new to computers or new to shareware, but don't give up. It's just that you're at the start of a learning curve that we've all ascended and have come out the other end smiling. There's nothing to be scared of. Right now, right here, on the Web. In most cases, the link to download a program will be obvious.
Most browsers allow downloading of programs by using the right mouse button to bring up a mini-menu.
Try this option now and tell it where on your desktop machine you want to store the downloaded program. ZIP files are used because they're highly compressed and form a very convenient way of distributing complex programs in single-file form. Ideally your PC has been set up already with a program to understand ZIP files, in which case you can just double-click on the file in your File manager or Explorer program. The 'unzipping' program will then spring to life and show you the ZIP file's contents. I recommend 'WinZIP', which you'll find on just about every magazine cover CD in the world.