How to add TIGER/Line Shapefiles?

[MattClark2]

I'm having trouble adding any shapefiles to ArcGIS Explorer Desktop. This includes TIGER/Line Shapefiles using the instructions at http://www.census.gov/geo/www/tiger/wwtl/brochures/2_Opening.pdf

When I try to add the ".shp" I get the following message: "Failed to add shapefile(s): -tl_2009_zcta5.shp (Invalid File)

Do I need to do something to prepare the shapefile before adding?  Any advice would be greatly appreciated.  Thanks!

[AndreiIvanov]

I cannot reproduce the case. I was able to add various shapefiles from the provided website - no problem. Which ones are you having problem with?