Could be just about anything but most likely it can't unpack the file for some reason, perhaps it is password protected or corrupted. It doesn't necessarily mean a real threat.
Where is it located?
Make sure that your system and browsers especially, even if you don't use them, are totally up to date.
First of all please let me know the Product & Version you are using..
Also can u please Explain your Issue bit More in Details???.........