>For some reason when I click on a URL that point to a .zip WinZip gets called.
>I know some where I can prevent that, but where?
>
>I like to have the browse asking me for the location to save the zip file.
>Where to I go in IE to change this?

I think that can be changed on the windows explorer. Just remove the file type associated with files with a ZIP extension. Be aware that this will also prevent you from double-clicking in a ZIP file to open WinZip when you are using Windows Explorer.

Otherwise don't double click on the files in IE, just do a right-click and select Save Target As..

HTH