You are mentioning a well known error. This message means you dont have the needed app - or more likely - you have it, but with a damaged resource fork.
I would set up SheepShaver or BasiliskII on your XP system and use the emulator to get the desired files decompressed and written to the emulators HDD hardfile.
Then I would initialize a ZIP with the Plus, take it to the XP and copy the files from the emulator´s hardfile to the ZIP drive with HFV Explorer.
Some Linux box with read/write access to HFS may be more elegant. Still a SSW 7 emulator would come handy for making downloads ready for your Plus.

Edit: Replaced 'xxx7' with 'SSW 7' - IIGS User

@Bio Hazzard:

It's almost as if there corrupt or something along that line.

Thats a definite, not an almost.
Most pre-OSX classic apps (esp. 68k) contained their data in the form of resources which went into a Resource Fork of a Mac's file and not to the Data Fork. Generally, other OS's don't know/recognize and ignore these file's Resource fork when handling or moving them. So you end up with an "empty" data only file. Hence the error messages you're getting.

One method of transferring files to a Classic Mac OS safely from a foreign file system, is to move them archived in a safe format such as ".sit", ".bin", ".hqx", etc. and un-archive them on the recipient Mac system. However, in order to have them in a safe format they have to be first archived in a compatible Mac OS in order to preserve that all important Resource fork AND have a program capable of extracting them at the other end.

Save having access to another Classic Mac (one with a hard drive and working floppy disk drive)...

Taking the zip disk to an other (than a 68k or PPC Mac) computer may be problematic. However, the Build 142 version of the Basilisk II emulator can read/write to Mac formatted zip drives regardless (Build 142 is for Windows OS only - and excellent on XP) and may be your next easiest solution. Look for "pre-jit Build 142 for Windows" under the heading "Historic Versions" here for the download link to this build. You can also use HFVExplorer 1.31 (also available via this link), but it would be wise to exchange files directly Mac to Mac if possible via Basiilisk II to keep those valuable resource forks intact and to have executable files reach your Mac Plus in one piece.

Another possibility that also includes installing an emulator on your PC or Mac and running a terminal emulator on the Plus and the Emulator to share files between the two. An interesting description of this method is found here. The person who wrote this is transferring files between an Intel Mac and a 128k Mac! - Catch-22 tho' as you'd still need to get some working software onto your Mac Plus 1st and some archive extracting software plus it requires extra hardware with connecting cables. Interesting read tho' and if this person can do this using a 128 Mac then a Mac Plus should be a doddle

Yes. That is also why should always re-format your USB sticks (usually comes in FAT32) in HFS+ if you only will use it on Macintoshes.

in HFS+

Or HFS, if you need it on Mac OS 8.0 or earlier.

Good. Then, in the B-II folder, "Windows-specific documents". Read the documentation, esp. "Readme.win32.txt" specifically for the mention of removable media. i.e; See:

Example on how to define a physical volume under Win2k and NT4 (x=0,1, ...):
disk \\.\PHYSICALDRIVEx

if not defined, the files *.hfv and *.dsk is searched
from the current directory. Note that in this case,
the program tries to boot from the first volume file
found which is random, and may not be the one you want.

Iomega ZIP disks may be mounted either with the disk
command, or installing the IomegaWare on the Mac.
Do *not* use both ways simultaneously.

To mount a volume file read-only, precede the name with string "/RO":

disk /RO c:\hardfiles\sys755.hfv

To mount a partition (or a physical drive under NT) read/write,
precede the name with string "/RW":

disk /RW c:\

etc, etc; . (Where the docs mention "NT" this also applies to "XP")

You should 1st get Basilisk II set up and running properly beforehand. And in Windows, you should have a Windows drive letter set for your Zip drive in XP. Then in the Basilisk II GUI, you introduce that drive letter to B-II under the "Floppy" tab (it will be in the "Available" right pane, select its letter and move it to the left pane. Start up B-II and then introduce your HFS Zip drive to B-II. You may need to use a shortcut key to mount it read/write if it doesn't mount automatically (shortcut keys to use are in the Windows docs).

When you've copied files you want to the zip, unmount it from the B-II desktop as you would in a Mac by dragging it to the trash.

Hope it goes well for you from here.

Yes, that refresh rate set to a wrong value prevented my system to run the emulator at all.

The .dsk file could be added to the GUI's drives list as usual. Or, inside of the emulator, by using Apple's "Disk Copy" 6.3 application.