Ok, do not ry to re-zip the file just in case you make a mistake or accidently modified the contents before you re-zip it. Just go ahead and download it again and then put it on the sdcard of your phone.
Next, the easiest way to get a custom recovery on your phone is to go to market (or play store) and download Rom Manager (free). Once it is installed, go ahead and open it. There will be a box that shows up asking about your device, use the "autodetect" option. It might ask for Superuser permissions right away or it might later. Whenever it does, just make sure the box that says "remember" or "don't ask again" is checked BEFORE you tap the "allow" button. Now the top will say "Flash ClockworkMod Recovery". Tap that. It will download and then flash a CWRecovery on your phone.
Then come the good part. Go to "Install ROM from SD Card" and select it. It will bring up a directory listing. Find the .zip file and select it. A box will pop-up called "ROM Pre-Installation". Make sure "Backup Exixting ROM" is checked, and uncheck the other two. Then select the "OK" button and you should be good to go.
It will boot into recovery, make a nandroid backup and then flash the .zip file, when it's all done it will reboot back into regular Android.
good luck