I've setup my Windows XP PC to handle with Amiga archives. I use Winzip for all the standard PC archives and UltimateZip for lha-files. I use the dos-command unlzx to handle with lzx-files. I configured the lzx file type to work with unlzx.exe. Gave the lzx-files a nice icon (pictogram). One double-click on a lzx-file in explorer and the file is extracted. For all other formats (which I hardly have or use) I start AIAB and extract the files on my emulated Amiga.
Ah, and I use Irfanview to work with iff-files. Really cool program, loads pictures very fast. Hasn't got to do with this subject, but I just wanted to mention it