It's your PC which is making the change. Windows and Internet Explorer are very poor in that respect.
You can simply RENAME the zip to and ipsw file. DO NOT EXTRACT IT. Or you can use a proper browser to download it, such as Chrome or Firefox, which will not rename the file when it is done downloading.
If you rename the file yourself, make sure you properly change the extension. You may need to enable the viewing of file extensions in Windows Explorer options if they are currently hidden.