An ISO is not supposed to be unzipped anyway, that has a meaning only for data discs. It can be played without being mounted, by pSX and ePSXe.
Take note that downloaded ISOs are very likely to give trouble in usage. If you find yourself in such a predicament, dont expect support here.
And better go get those games from closest mall. I dont think 10 mins/10 bucks spent there is like gonna kiII anyone, plus you shop for the week. Keep that bandwidth for better uses