Little Help with customisation please

I've downloaded some new icons for my limpus desktop. But when I come to extract them using the standard GUI method nothing happens. The extractor program looks like it is extracting but it never stops and when I check the folder I've extracted to there is nothing in it.
I'm wondering if it won't extract due to not being run via the sudo command or something? Could someone tell me how I extract them and how I get them to work please?

Can anyone tell me what I should do please coz I'm this close to going over to Windows as I'm finding simple tasks that would take seconds in a windows OS are taking me hours on Limpus!