ZIP files do not appear in the Upload Multiple Documents

When I went to upload some files to a SharePoint (WSS) site using the “Upload Multiple Documents” option, I noticed that some zip files were “missing” and as a result, I couldn’t upload them in this way.

It turns out that there’s a problem with this feature if you’re using Windows Vista SP1 or Windows 7. See http://support.microsoft.com/kb/2002760 for further details and a fix.