I'm new to downloading Emulaters except for mame, anyways when I downloaded DSEmu I couldn't open it and it said I need a nother program to open it, what do I do so I can play DsEmu?

Sounds like you need Winzip.

You have to open the ".zip" file to be able to use the program. As Robert said, Winzip is a popular unzipping tool. You could also use WinRAR, or look for a freeware program that unpacks ".zip" and ".rar" files.