Just to clarify some possible confusion - does the Stern CPU require the actual file to be unpacked from Winzip to enable the ROM update?
Brett- From reading your text I am guessing you just copied the downloaded Winzip file straight to USB?
Depending on your operating system on your PC, some can read Winzip straight from the OS - ie Vista and Windows 7. If you run XP, then you'll need to install Winzip to be able to open and extract files from the archive.