I know how to open a file using the "open with" option

But how do you change the file types? Such as from '.exe' to '.zip' or from '.xm' to '.mod'

In the past, that was quite simply done by changing the file name... but now in the newer

Versions of windows... if you rename something - such as 'blahblah' to 'blahblah.zip', the computer does not recognise that I am trying to change the file to a zip file... its frustrating when blahblah was originally a zip file but downloaded as... lets say an application(exe) and now I cannot open blahblah as a zip or as exe... blahblah is only one example of many files that I couldn't operate becoz of this problem

Please help