If you get an application as ZIP-File, you have to unpack it in an installation directory first. Using "unzip" you sometimes get an error message like "File crunched - skipping". To get the files in the package you have to use Winzip or the Zip program for dos.
If you get a self-extracting file to install there may be two problems:
The files are unpacked into the temp directory and are not found afterwards. You get an error message from the installer.
The files are not found because of case sensitivity if already unpacked.
The first problem can be solved by copying the files from the temp directory to an installation directory and before checking the error message. The second problem may be solved by renaming the file that cannot be accessed. But be careful here! You should have ensured that the directory really is accessible and the permissions are correctly set.
Sometimes you may find that you cannot install an application from cdrom. Some of the files on the cdrom are not found. That problem may be caused by hidden files. Using the unhide option when mounting the cdrom should solve that problem. Please refer to "man mount" on mount options.