a better way to "protect" a zip file would be to change is permissions. search here for "file permissions" and you will get lots of examples, and different methods to accomplish your goal.

a password protected zip file, like in windows would be a bad idea in a unix OS. this is for two main reasons that i can think of. one, the password protection would depend upon the program you are using to access the zip file. so, write a program that dosnt honor the password protection. two, is that it would muck up the whole unix way of doing things. at the command line, every common utility is designed to take input, and give ouput. so every command can work together (using a pipe |, for example) in a shell script. if someone had a script that unzipped a zip file, having it password protected would mess up the whole thing.

so anyway, my point is: use the built in security measures that unix OSs have.