Actually that is what step I'm doing when I get the error. Is there a specific place I should put the file before I expand it?
When your at the command prompt you need to change directories to the folder you moved the file to before you can expand it.
For instance, copy the file to a new folder on your desktop,
Start the command prompt and CD to the desktop and then the new folder, your prompt should read something like this "C:\Users\Lucien\Desktop\New Folder" (This is for 64bit Vista) and then expand it.
This should create the new file in the same folder.
Hope this helps