If the file is a Sims2pack file (houses/sims), you're best off installing "Sims2 Clean Installer". The ingame installer is rubbish...
You might have to cright-click on the file, and choose "open with". You can also set a default program for certain files (like the Clean Installer for Sims2pack files).
Also, remember to unpack the files (they're usually packed as RAR or ZIP files - which the game can't read).
http://sims2pack.modthesims2.com/