The archive you are working with is in LZH format. This archive type requires that WinZip call the external DOS archive utility LHA for most operations.
You should be aware that LHA.EXE is a legacy DOS application that has not been updated since the mid-1990's, and that security issues have been reported since then that can affect various versions of LHA.EXE.
Even though WinZip is able to detect the invalid LZH files that trigger several known security issues affecting LHA, and will refuse to open these files, you should be sure that you know and trust the source of any LZH archive that you work with. Please see Potentially Unsafe File Types for additional security information.
Click Yes if you wish to proceed with the operation. Click No to cancel it.