Corrupted Zip Files
This is common among songs that were compressed using winzip that you may find on the internet. they aren't technically all corrupt, tho some may actually be. most are compressed using a method that is NOT "deflate" (a typical codec that the ZIP format employs), and there is no software on the mac (stuffit, zlib, BOMArchiveHelper) that can decompress these non-deflate zip files. but move it on over to windows and it'll unzip fine, then re-zip it using zlib, you should be good to go.
WinZip
This just in: there is a WinZip for Mac. I have NOT tried it, but if it works the way i think it will, it may actually be able to unzip the files that were zipped on windows using the "non-deflate" method.