Hmm,
Strange problem, the minor upgrade in both zip and .gz form crash vista on my computer. There is something in themes/default/images that always crashes windows explorer when I try to extract it to upload it.
Some things, randomly, hate vista's security. You can try whats here http://blogs.techrepublic.com.com/window-on-windows/?p=413&tag=rbxccnbtr1 it basically tells you how to turn it off. I had to do it for several of my programs to run. Its a step up over the right click "run as administrator" thing. I was having downloading issues with some things as well, and when I did this it cleared it up. However, just remember how you got there so you know how to turn it back on if you'd like. I don't know if its any kind of security threat or not, but I've had mine off for about 6 months and nothing ill has come about my computer (knock on wood)
You might want to run a scandisk/defrag and then a memory test... That sounds more like a hardware issue then anything else as none of the downloads crashed my buddies vista install.
What program are you trying to use to extract the file? If using the built in Vista capabilities, try to use a third party application and see how you go.
When you download the file/s are you using a download manager or direct download?