Note;
Mind the copyright laws.
Anyway, first you download the file using fsockopen/fopen.
As for the zip file, you would have to create or use an existing library/class.
I recommend using phpziplib.
http://sourceforge.net/projects/phpziplib
If you don't have the --with-zip=DIR option available, and have --with-pear, then you can use the pear Archive_Zip class, found at http://cvs.php.net/pear/Archive_Zip/