avr-g++ does not exist

I have a new Mega 2560. I'm using a computer with windows XP. I have downloaded unzipped and run the arduino environment, and successfully installed the drivers for my card, and all seems to be fine.
The board is plugged in, there is a green light on, and a yellow light slowly flashing.

In control panel / device manager I see the board correctly recognized on port 20.
I've selected the board and the port correctly.

However when I try to run the arduino IDE all is ok until I click on verify, upload etc; then I get a message "cannot run program ...
.. hardware\tools\avr\bin\avr-g++ .. cannot find the file specified.

When I navigate to that location - the avr\bin folder is empty;
I've downloaded and unzipped again to another location, and again the avr\bin folder is empty.
Am I doing something wrong ?

Answering my own question;

The unzip program I was using had not done the job properly.
I did it again with 7-zip and its fine.