>Oh, my stars, that worked. Geez, I had no idea. Thanks so much for your help!

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Diane,
A little explanation why it worked :) & Macro expansion operator practically removes outer quotes.
pZipFile would return something like "my long file.zip"

copy file ... to &pZipFile

is interpreted as :

copy file ... to my long file.zip

As Nick said adding extra quotes would make it too.

copy file ... to "&pZipFile"

is interpreted as :

copy file ... to "my long file.zip"

Macro expansion removing quotes are sometimes usefull :

lcFieldList = "FirstName, LastName, Age"
lcFileName = "c:\Program Files\My Data Bank\Customers.dbf"
lnOrder = "2,1"

select  &lcFieldList from (lcFileName) order by &lnOrder

For lcFieldList and lnOrder you want expressions to be written as is w/o quotes (not name). lcFileName OTOH is a "name". You couldn't just say :

select &lcFieldList from lcFileName

for VFP would look for a table named "lcFileName.DBF".

() are used for "name expressions" and is recommended way. You should use parentheses instead of macro expansion whenever expected parameter is a "name" (it can be windowname, filename etc).
Cetin