Insert an object in excel - zip file

Hi,

I was hoping if someone can help me with this query. I was trying to insert a zip file as an object in an excel spreadsheet column. I selected the 'Create from file' option and browsed through the folders to select a zip file but instead of being selected the zip file further opens up contents within the file. I am not sure if it is some feature in windows explorer that does that, but certainly not helping me with my cause. What I want is to insert the whole zip file instead of the individual files within. Can someone suggest what I need to do?

Thanks,

Rohith