The emacs zip will unpack into a directory named "emacs-21.1" -
I just unpack it into my "gnu" directory so it ends up like
this:
d:\gnu\emacs-21.1\ \bin \etc \...
Reminder:
You'll then need to use a command-prompt / MS-DOS Command line to
"install" - just change to the drive you unpacked to,
change the root of the emacs file hierarchy (d:\gnu\emacs-21.1 in the
above sample), and run "bin\addpm" - all done.