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)

Some of you guys suck at answering questions.  ("Use another browser" "Use LINUX" "Blow a dog")

1. Click Start, point to Settings, and then click Control Panel. (For earlier Windows, click Start, Folder Options.)
2. Double-click Folder Options.
3. Click the File Types tab.
4. Scroll down to and click the .zip extension. (Could be listed as WinZip file.)
5. Click Advanced.  (For earlier Windows, click Edit.)
6. Verify that "Confirm open after download" is selected (put checkmark in little box by clicking).