Were there some other files with the attachment?
Okay winzip opens this file but was it originally compressed, i mean did you recieved it in a .zip or .rar file which you opened under xp?
The chance of another file with the attachment can be that it can change the extension of the file while execution or change its attributes and unleash the monster within. The change of extension can make it .exe or similar using other file that came with it.
Did you clicked the file to open it ? Did it open with winzip ? What were the contents ?
Please elaborate !