Trouble downloading WP import plug in

I have Linux operating system. I followed step by step instructions to install plug in. It says it’s activated already. I downloaded the file but when I go to BROWSE for it is is not in the right format. It is showing it as a zip format. So when I install it it gives me an (error:version may not support) or something to that regard. Could it be the theme I am using that is hindering the process?