First when you save the download i would recomend saveing it in your documents.
then you want to click on the Zip file and open it. then you want to extract the file.
from there you want to open hard disk drive then program files, then valve(or steam)then steam, then steam apps, then your email, then half life then dpb then models. if you are saveing a guns just make sure the models is high lighted, not player. if you are extraction a player then you want to open players then player 1 or 2, you want to save the player 1 to player 1 folder and player 2 to player 2 folders.
and that should work.