So I was using the work PC to extract some files I received in my email.
Damn it I'm just trying to extract some files for work, stop treating me like a grandma!
Right click on the file > "Properties" > "Unblock".
Try extracting again and it'll work.
To prevent files from being tagged as "unsafe", follow the instructions in my previous post Windows 7: Disable the "Open File Security Warning" message.