Dyamically generated .Zip file?

Hi was looking at this site http://neuro.realityslip.com/ and at first i didnt understand how to download my wallpapers…

i clicked on both of the wallpapers and picked the res sizes i wanted then clicked on the download buton in the bottom right of the movie i was amazed when the download completed it had the two wallpapers i picked in the correct size.

so my question is, how did they manage to tell these images to move to the Zip file? ive never seen anything like this