winzip should handle it properly for any underlying M$-OS. Winzip will be executed because windows sees the ".zip"; winzip then will read the first few bytes of the file, which will indicate that it is a ".tar.gz" file; it will then ungzip it, discover that the gzip contains only one file, and pop up a dialog asking the user if he wants to de-tar it to a temp folder (although it says "decompress" instead of "de-tar"). That is the only indication that the windows user has that it is not a regular ".zip". Once untarballed though, it can be "_"extracted"_" like any other ".zip". For the most part it is transparent; but if you are posting for really clueless users, you might want to add an explanation of that extra dialog box to your site.
btw, AFAIK winzip cannot handle the more efficient bzip2 format.