I need a required folder to run Alice - what is this?

I downloaded Alice off the internet and I cannot use it. Whenever I try to open it, it comes up with: "The Alice program expects a folder called 'Required' to be next to it when Alice runs. Alice did not see that folder, and can not run." I am using the program WinZip to open Alice, as it is a zipped file... HELP!!I need a required folder to run Alice - what is this?
extract it by clicking the right button on the mouse and click "extract all"

then you can use that ALICE or whatever it is...........