archive manager does not archive files

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http://askubuntu.com – The archive manager does not archive files or games and gives the following error: Archive: /media/BA/setup.exe [/media/BA/setup.exe] End-of-central-directory signature not found. Either this file is not a zipfile, or it constitutes one disk of a multi-part archive. In the latter case the central directory and zipfile comment will be found on the last disk(s) of this archive. zipinfo: cannot find zipfile directory in one of /media/BA/setup.exe or /media/BA/setup.exe.zip, and cannot find /media/BA/setup.exe.ZIP, period. Or if i open it using autorun prompt then gives an error: Permission (HowTos)