Well, it gets tricky, because it just depends on what the issue was. I agree that this message is just helpful enough to not be helpful. It always has been.
Most likely, I'm guessing you're working with an installation package that needs to first be unzipped. Can you take a look inside of the zip file you have? Does it look like it has other installation packages in it? Does the file name itself contain something like UNZIPME in the name?
If these aren't the cause, then I'd suggest trying to use EVS to determine the root cause. It's kind of buggy in some cases, so you might have to sift through a few false negatives to find the real issue.
https://evs.dnnsoftware.com/