If you are using TRS2006 or above, another method of importing is to use the Import CDP/Import Content options in Content Manager
Import CDP - use if the files are .cdp files (the ones with orange/yellow icons)
Import Content - use if it's a content folder or folders with config.txt files (among other files) inside.
Shane
EDIT: If you right-click a compressed file and choose Extract All, a wizard should appear: simply follow the wizard to unzip the files.