If you didn't actually open anything contained in the zip file, you should be fine.
You say you're worried, which suggests you don't have backups of your data. Make it a priority to spend $50 on an external drive and backup at least your most important data. Then unplug the backup drive and store it in a safe place (hopefully off-site, like in your drawer at work - bring it home once a month to backup new files).
This will protect you from both malware and hard drive crashes. Based on the "Help!" calls I get, I'd say data loss due to a hard drive failure is about 3x more likely than data loss due to malware. So being careful to avoid malware offers relatively little protection from data loss.