Well then we're getting to the root of the problem. You can't "hotlink" a zipped file, only one which displays in the browser, like an image or HTML file. What you're referring to is someone using a regular link from their site directly to your ZIP file, rather than linking to the main site, yes? Like this:
HEY CLICK THIS LINK FOR A ZIP FILE!There are workarounds for this, I know it can be done in javascript that when someone goes to any page other than your main page from another site that they'll automatically be redirected to the main page. That won't work for every browser though. The fact is that unless you're out to simply stop a specific site from linking to your pages (which you can ban referrals from specific IPs or domains), there's no really effective way to stop it, short of putting all the files in a password protected directory.