that happened to me once - i did accidently uncheck the "always ask" option. very frustrating. anyway, found an expanation of how to fix it for you - pasted below.

good luck

From: "Christy"
To: 1stpickpctips@xxxxxxxxxxxxx
Date: Mon, 24 Feb 2003 10:14:09 -0500
"I was downloading a ZIP file and when IE asked me whether I
wanted to save the file to disk or open it from the current
location, I unchecked the box that says "Always ask before
downloading this type of file." I didn't know that meant that I
would no longer have a choice of saving the file or opening it.
Now that I
understand, I want to undo it. But how do I do that?"

To fix this problem, open any Explorer folder window and choose
Tools (or View) > Folder Options > File Types (older versions of
Windows may have a slightly different names or locations for
these menu items). In the File Types window, scroll to the end
and click the "ZIP" or "WinZip" entry. If you installed a program
other than WinZip for handling ZIP programs, such as ZipMagic for
example, you would look up that program name. Under Windows 2000
and XP, the file type is listed by the extension instead of the
program's name, which makes more sense. Once you've selected the
proper Zip file entry, press Edit (in Win9x) or Advanced in Win
XP. Place a check mark beside "Confirm open after download."
That'll do it.