Yeah it shouldnt matter were you unzip it.
I would recomend installing ADB first with the dummies method I linked to.
You then need to have htc sync drivers installed. Verify its working by making sure its seeing the phone.
Then just use the root app. The root app should reboot your phone every step. If it doesnt reboot, DO NOT reboot on your own. Run the step again until it reboots. If you have to retry, and you probably will unplug then phone from USB make sure its set to debug, and charge only, try it again. Rinse and repeat for steps 1 - 3.