Any option is much better than using zip backups. Personally, I think that if you are learning from scratch, I would just go with one of the popular distributed systems - Git or Mercurial. I have not used Mercurial, but the more I use Git, the more I am glad that I switched from SVN.
It used to be that you could only use Git on Windows with Cygwin, but these days it's great thanks to Msysgit . TortoiseGit is also a decent GUI interface, although as soon as you get comfortable you will find that you do most of the -line command anyway.
In addition, although Git has a slightly larger learning curve for it than SVN, its distributed nature makes it much easier to work with (just cd into the directory and type “git init” and you are “good to go”).
A ProGit Apress book is also available online and is a worthy link.
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