First off, what kind of content is this? There are some actual game mods (not just Custom Content) that require being left in their zip.
If you are just trying to download Custom Content, it's quite simple. Zip files are natively supported by both Windows and OS X, so there is no need for a special utility. You just open the zip, select the .package files inside, and drag them out to your Mods folder. :) Also, on Windows at least, you can right click on a zip folder and there are options extracting them that way too.
