I am having the same problem, and while I may be full of cr*p, I'm wondering if the download files are hosed - or perhaps there's something in them that chokes WinZip. I've tried both the .zip and the .tar.gz with the same results.
When I look at the decompressed wp-config-sample.php file (and I've done this with four different editors) it only has 90 lines, ending with
require_once(ABSPATH . 'wp-settings.php');
In particular, there is no ?> delimiter anywhere to be found.
I'm decompressing with a licensed copy of WinZip 15.0, which is, I believe, the latest release.
Any thoughts?