Can you set CURLOPT_HEADER to 0 and try again?
Edit:
Or try this:
$url = 'http://website.com/test.zip';
$path = 'somefile.zip';
$ch = curl_init($url);
if($ch === false)
{
die('Failed to create curl handle');
}
$fp = fopen($path, 'w');
$ch = curl_init($url);
curl_setopt($ch, CURLOPT_FILE, $fp);
$data = curl_exec($ch);
curl_close($ch);
fclose($fp);