Creating XHTML format of CDs

I'm creating the XHTML formats of my CDs by following the recipe at http://wiki.oasis-open.org/security/CreatingXhtmlFormatFromOpenOffice 
.

In step (5), it says "Zip up with the graphics." Is this expected to  
be a directory containing the files, or just the files? What file  
extension should this archive take?

Thanks, josh.