If you are taken to a page that looks like this, with the File name.ZIP then the area below listing the files inside the zip, but you want to download the ENTIRE ZIP file.
This SHOULD download the entire ZIP file.
If you'd like help with this problem, and this is NOT what you are seeing, please Shift>Print Screen while on the window. This will capture your screen onto your clipboard, and you should be able to paste it into whatever program you use. Crtl-V if you are on a PC will paste. You could send me a picture of it, and I'll try to help figure out how you can get the entire zip file.