If the "DO.NOT.OPEN" name is actually causing a technical error (like a "path too long" or "unreadable" error), you can try:

The most robust "built-in" feature for a .zip file is encryption. This prevents anyone from seeing or extracting the contents without a key.

Sometimes long or complex names cause extraction failures.

If your default extractor isn't working, you can reset the association to Windows Explorer in your Default Apps settings . Are you trying to program a new feature into an app, or Cannot open pdf.zip files - Adobe Community

Here are a few ways you can implement or simulate such a feature: 1. Simple "Ignore" Warning (Code Feature)

If you're building an application, you can implement a check that prevents the system from opening files with specific keywords or extensions.