DLing zips = trying to open it without prompt

When trying to download something, clicking a link that ends with .zip immediately tries to download and open the file (which is a pain in the ass, 'cause it won't show the file size or how much it's downloaded etc etc.)

At the risk of sounding like an idiot, what the hell do I do to fix this? It's been doing this shit for about a year; I've checked IE settings multiple times and there doesn't seem to be a setting shown for this.  (in before "hurr get a new browser" and "delete your system32 folder)