Problem Making Executable Zip File On XP

According to the directions in zipinfo.txt, I should be able to make a self 
extracting zip file by specifying the .exe extention.  I tried it out using 
the README file from the zip package.  When I run the executable, I get the 
following message: 
16 bit MS-DOS Subsystem
c:\WINDOWS\System32\cmd.exe - tempzip1
The NTVDM CPU has encountered an illegal instruction.
CS:058b IP:0133 OP:63 64 60 69 10 Choose 'Close' to terminate the 
application.

I've tried this on an XP machine with a clean image.  Hitting ignore jsut 
gives me the same error.  Any ideas?

This is the syntax I used to create the self-extracting file: zip -9 
c:\tempzip1.exe README

I didn't get any errors when I created the file.

Sincerely,
Marc DVer