If you bought it here, then the .zip files are set up to extract in the correct locations.

Open up the .zip file.
Hit Extract.
Choose the folder that Poser is installed in. (c:poser for example.)
Make sure the box in the lower left corner is checked: Use Folder Names.)
Hit Extract.

The files will install in their correct folders. All items in the market place and most in free stuff are set up to install correctly. You can be reasonably sure it will install correctly if each item's path starts with Runtime. If not, you need to move things manually. (Or go beat up on the merchant and get them to make correct .zip files.)

Many items will create new folders for ease of use. If there is a specific market place item you're having problems with, you can always go to the Marketplace Support forum as well.

Cheers!