Please make sure you have unzipped the file first if it says "unzip_first" in the file name.
If that doesn't work, please give the exact filename you are trying to install: com_jfbconnect_j1.6_j1.7_v4.1.1.zip or mod_jfbcfan_j1.5_v4.1.0.zip, etc. Also, please give the full Joomla version you are using: 1.5.10, 1.5.20, 1.5.25, etc
This is not a common error, so we need as much information as you can provide.
Thank you,
Alex