extracting emails to group mail..HOW?

I read that I can download an email address exporter to my site to pull off the email that are currently in my zen cart email. The download is here
http://www.zen-cart.com/index.php?main_page=product_contrib_info&cPath=40_41&products_id=80

I don't know how to download it...can someone tell me how? I don't understand where to save it to...and how to run or launch it.

I want to be able to sign customers up to receive our email updates and blog updates without them having to be a registered user. We attend shows and people often leave us with email addresses but I can not put them in my website because it requires the user to register.

Is there anything else I could add to my cart...perhaps a download that would allow me to let people just type in an email to receive a newsletter? I am assuming I willhave to extract addresses to group mail or constant contact.

I have zen cart Zen Cart 1.3.8a
Database Patch Level: 1.3.8
no ad ons
Thanks
Julie

What you referenced is an EXPORTER not an importer...

See this module and instructions and see if this make more sense

http://www.zen-cart.com/index.php?main_page=product_contrib_info&products_id=106

This download that you've listed looks great. My problem is I do not know who to download this software, where to download it to and how to run it.

If I download it where do I save it to?
Once I save it there does it just run, or do I have to do something to active it.
Julie