I think I found the "mixup."I'm not a WinZip expert. However, here's what I just noticed.
When you use WinZip to extract Fatbomb, you would normally click "Actions-->Select All" and extract. Yet, there's a place where you're asked "Selected Files" or "All Files."
I had "Selected Files" checked and was not getting the DATA folder. When I selected "All Files," there it was.
26 more neurons lost to stupidity!
Sorry for the runaround, guys. It was my fault.
John