Just extract the 3 images files to your desktop, then copy them across to the correct file in your USB stick.
Image is a matter of choice. The main 3 are Dream Elite 1.3.3F, VTI 1.3 or OpenPLi, at this moment in time I'd so go with the VTI 1.3, nice and easy for newbies, contains latest Enigma2 and drivers.