Okay, I reckon we need to try a different unzip program. As a suggestion, try using IZarc:
http://alien8.lunarpages.com/izarc/IZArc34.exe
Hopefully that will open the zip files okay. Its a free program so its only going to cost time to try it. Its what I use, and it works well enough, and more importantly it reads the pdabooks.org files fine.
I`m not a big fan of the built in compression/decompression with windows, though its does the job 98% of the time. It doesnt sound like your doing anything wrong, and if IZarc works, we probally should let PDAbooks know about this bug with Windows compressed folders. (not really thier fault either, but ya know...)