all the icon tells you is what program will be opened when you double click the file , it tells you NOTHING about the file it's self.
For future reference, if you right-click the file and select properties. That'll tell you if the file is a RAR or ZIP archive.
this is a common mistake made all the time and i can tell you it drives help desk guys insane and worst part is the XP does NOT tell you the extension when you right click a file , just what it's assocation is (gee thanks M$) ... you need to uncheck that box shown in the picture a few posts before this.
all his zip files will say rar file in the properties because rar is assocaited with zip , but they are zips , so right clicking will not help.
as for being a computer geek , belive me when i say this is not geek stuff .. .think of it as asking if a car is an automatic or a manual , yes their are allot of people who would not know , but most would .. now asking what your spark plug gaps are , thats geek

tell you the truth i just thought of a great way to do this that wouldnt involve screen shots , unfortunaly it does involve command console , and i may make this a bit more complex by posting this , but it should help if you willing to give it a try.
assuming your mame is in d:\mame32 ( just replace this with where your mame is )
click start->run
type cmd press enter
type d: press enter
type cd mame32 press enter
type dir /s > d:\mame.txt press enter
now when you open mycomputer and double click the d: drive (like i said before , replace the D with where your mame is ) , their should be a file their called mame with the notepad icon , stick that in a post here and it will solve 10000 problems.