First of all you need to unzip the file using Winzip or other tools and then try to restore the extratced BAK file.
The restore process is same in SQL Server 2000 and 2005. You can also use the SQL Enterprise Manager to restore the database.
Normally you can't take a database backup in zip file. You need to take a backup and then zip the file to save the space. But zipping the file process is high resource eater. So check that also.
Hope this information will help you.:-)