I am not sure if you are using Drupal 6 or Drupal 7, but in Drupal 6 you would choose: 

- **Admin** > **Content** > **Content Types** > [Your Content Type] > **Manage Fields** > [Edit your file field] and look for the field setting of *"Permitted upload file extensions"*

- In that field, enter *zip*

Drupal 7 is probably similar. Look for *Content Types* under **Admin** > **Structure**.