~ I use SFX ( Self-Extracting Archives ) so downloads are smoother and safer from corruption.
Just run the downloaded sfx.exe file, choose the target folder where the file should be extracted, then run it after being extracted.
~ SFX does not need Archiving Applications like WinRAR and 7-zip and such.
~ SFX is a archived and compressed form of a file, having the own ability to extract by itself is the optimum choice.