I'm not sure about Linux/Mac users, but compiling the source for zziplib is kind of a pain. I recommend downloading Ogre3D's dependency package from their website. They have all the Visual Studio solution and project files all set up for you. You just open and compile.
The Ogre3D dependencies package also has all the files for compiling zlib as well, so even if you don't want to use zziplib, you can get an easily compilable version of zlib if that's all you're after.
I totally agree with Connway, zziplib is an excellent library for handling zip-files. Furthermore it can also be used to hook up complete folders of assets into a game. The syntax for opening and reading from folders and zip-files is the same and the library will figure out by itself what to do.
I'm using zziplib on Linux for my own game engine and it works like a charm. In combination with boost-filesystem I've build a completly cross-platform resource loading system which supports anything from single files, over folders to zip-archives.