It appears that the archive is corrupted actually gzipped, rather than zipped:
> unzip walmart.py.zip
Archive: walmart.py.zip
End-of-central-directory signature not found. Either this file is not
a zipfile, or it constitutes one disk of a multi-part archive. In the
latter case the central directory and zipfile comment will be found on
the last disk(s) of this archive.
unzip: cannot find zipfile directory in walmart.py.zip,
and cannot find walmart.py.zip.zip, period.
However when I tried gunzip, it worked:
> mv walmart.py.zip walmart.py.gz
> gunzip -v walmart.py.gz
walmart.py.gz: 51.4% -- replaced with walmart.py
> head -n 10 walmart.py
#!/bin/env python
#
# By Filip Kalinski, 2004 - filon@pld.org.pl
#
import urllib
import re
import sys
import os
Edit: To summarise, just rename the file to walmart.py.gz and most archivers should be able to handle it.
Edit: Scratch that, it is a zip, gunzip appears to be able to decompress it, for some weird reason... But the script doesn't download anything, just like scummboy and loft mentioned.