WinZip allows you to scan your archive with a virus scanning tool.  Unfortunately it does not provide instructions on how to use Grisoft's AVG product.

When you receive a Zip file in e-mail or through other means, you should follow the same basic security procedures that you follow for any other file: use good virus scanning software, and know the source of the file. If you follow sensible security guidelines, you can be comfortable working with Zip files that you receive.

To enable virus scanning with AVG within WinZip:

1. Start Winzip in classic mode.
2. Select the Options -> Configuration... menu item.
3. Select the Program Locations tab.
4. In the Scan Program field, enter the path to the avgw.exe file.
    Mine was: C:\Program Files\Grisoft\AVG Free\avgw.exe
5. In the Parameters field, enter:  /se %d
6. Click OK.
7. To test it open a .zip file and select the Actions -> Virus Scan menu item.

Set your virus scanner to run a complete system scan on a schedule, and always scan files you download from the internet.