The ZIP license shouldn't be something that you yourself need to worry about. Technically, you'd just need a single license to create the ZIP file. I don't think WinZip is that expensive. At http://www.winzip.org/ you can buy it for a louse $29...
Oh, well... I guess you actually like the WinZip Self-extractor more. That one costs $49. Basically, you need to have a license for every user who is going to use it to make self-extracting files. Basically, only one user (you) is going to do this so a single license would be more than enough.

Read the full license at http://www.winzip.org/lic_se.htm and just think about it... For $49 you have a very simple solution. But only one person would be licensed to create those files though!