Most likely when you installed WinZip you gave it all file type permissions.
As ISO is not zipped but WinZip or WinRar et al will take it unless you set your file settings otherwise assuming you gave it full permission or in other words a standard or recommended installation.
In such cases you should always choose the Advanced option and set your own settings.
You need to go to folder options > file types and disassociate any program with ISO files.
Afterwards you may need to re-download the ISO.
You then need an ISO burner such as:
ISO Recorder v 2
This adds the option to your shell (right click) to "Burn Disk Image".
If the file itself does not download as an ISO it is useless.
ISOs are neither compressible nor extractable.