There are three that are good. Winrar is shareware and prob the most widely used. I used to use it and had no problems. There is an AfterDawn guide and link for download: http://www.afterdawn.com/guides/archive/winrar_guide.cfm I use 7-Zip, an open source software: http://www.7-zip.org/ A very extensive product is IZarc, it can read nearly 50 archive types. It is freeware. I have not used it: http://www.izarc.org/download.html
You can use a program called Extract Now. Its free and you can find it by just going to my profile page and its under my software watch list.