What operating system are you using?
If you're using Windows XP or Vista, you should be able to double-click on the .zip file to open it, just like it's a regular folder. Then you may see an "eng" folder. Double-click on that. You should then see a folder named TTMENU and a file named TTMenu.dat. Open up your microSD card so that you see the top level of the microSD card in a window. Drag both the TTMENU folder and the TTMenu.dat file to your microSD card window.
Then make a new folder on your microSD card (right-click in a blank area of your microSD card window, select "new" then "folder"). Name the new folder "games". Double-click the "games" folder to open it. Drag your .nds files into the "games" window.
For Windows, use the "Safely remove hardware" utility before you remove the microSD card from your computer. This step is very important -- otherwise your microSD card will get corrupted.
-Bri