First you go to Zoo Admin which is actually zoo.ogresnet.com. Then you hit download on anything you want when you find the download screen. Make sure what you are downloading is for ZT2. Send the download to My Documents. When the download is done you should see the file name in your My Documents folder. Right click on it and say extract all. A little wizard box will pop up and you hit next. At the top will be a place for writing with writing already in it. Erase that and type in C:\Documents and Settings\All Users\Application Data\Microsoft Games\Zoo Tycoon 2\downloads. Type this exactly or it will not work. Click next and then click finish. A box will pop up showing where your file went. Close that and start ZT2. Your download should be in the game ready for adoption. If it is not there then you can try it again by going to My Documents and doing the same thing over again. You might have mistyped something. Make sure all the capitals and slashes are the same as the ones above. There are two slash buttons. Hope this helps.
I am an expert on ZT2, ES, AA, DD2, MM2!