The CTS message filtering/security system has been configured so that all E-mails with ZIP files attached are quarantined - i.e. they are held within the spam filtering system and not delivered to your mailbox.
It is a very common tactic from spammers and those looking to infect your computer with viruses to send malicious code hidden in ZIP files.
There is currently no way to 'whitelist' safe senders of these types of file so all emails with ZIP files will be quarantined. The ZIP file blocking takes precedence over any email address whitelisting you have done previously.
Your daily spam quarantine report will advise of any caught messages, and you can also manually log onto the Spam Filter to check if you are expecting a message.
Alternatively if those wanting to send these types of attachment can send a separate message first (without an attachment) advising that such an email is coming then you will know to log onto your spam gateway and release the message.