Hi, ZpLit!
Sorry for the inconvenience,
1. Make sure you are downloading from the right place:
http://www.indiedb.com/games/zombie-hunter-inc/downloads/zombie-hunter-inc-pre-alpha-version. The admins of the website constantly check the uploads for viruses so when you download anything from it, you can be sure it is virus-free. Maybe your anti-virus software is overtly sensitive?
2. The file (ZHi.rar) you download from indieDB page, should be unpacked with WinRaR:
http://www.rarlab.com/download.htm.
3. When you extract the ZHi folder, you will find a README.txt file in it. It suggests that you should install the XNA Framework Redist 4.0 before you install the game and tells about the game's requirements. The link to download XNA Framework can be found in README.txt.
4. When the Framework is installed, launch Setup.exe, located in the ZHi folder, follow the steps and the game will be installed and launched.
5. Afterwards launch the game by running the same Setup.exe (it simply launches when it has been already installed, skipping the installation process).