Verified answer

The file you are trying to download is MP3 File. And it ask you what program will open the file.

Click on the Option - Save to disk

(or in other words just download the file for a while)

then find the file. Right-click on it, select Send To - Compressed Folder

By then, the file will be zipped.

The problem your having is that the file you are trying to open is not a folder. Its a music file, and you can't open it with a folder.

On that image you posted, it will only say compressed (zipped) folder if the file is a compressed/zipped file, but this is not. Compressed files end in .zip or .rar, or something else, but not .mp3. No matter how hard you try, you won't find compressed zip folder.

However, here is what you probably want to do. Rather than clicking on open for the file, right click and select "save as." Then it'll let you save it in whatever folder you want, and you can go find it later.

First of all you need to word your question better.

Second: If you want to put the music into a compressed folder you need to have the music already downloaded. THEN you select the right songs (ctrl + click i think) and right click, there should be a "turn into a compressed folder option"

but since you are refering to that window

You cant open a file with a folder