Hi Greg,
Agree with Ed Crowley's suggestion. You can new a transport rule to block the .zip files on EAC or EMS.
What's more, before you create or modify Transport rules in your production environment, we recommend that you use a test environment to understand the effects of the rule, or use the rule in test mode. Test all rules before creating them in a production environment.
Here are some threads about transport rules for your reference.
Transport Rule Predicates
http://technet.microsoft.com/en-us/library/jj919235(v=exchg.150).aspx
Manage Transport Rules
http://technet.microsoft.com/en-us/library/jj657505(v=exchg.150).aspx
Block specific type file in attachment, Exchange Server 2010
Hope it helps.
Best regards,
Amy