Self-extracting ZIP
From Just Solve the File Format Problem
Self-extracting ZIP is a family of a executable/ZIP hybrid formats. If the file is compatible with your operating system, it can be run as an executable, and it will extract the files contained in it.
Alternatively, it can (usually) be opened as if it were a ZIP file, even on an incompatible operating system. Renaming the file to end in ".zip" may make this easier, but should not be necessary.