Mario,
to add to Terry's comments (I own a PA80)..
did you unzip the file correctly ?
Korg (Italy) zips up the OS into an EXE. You MUST run the executable (.exe) on your PC. The program will 'offload' the OS onto a floppy on the A: drive. It formats and verifies it during the process too !!

All you should have to do from there (to upgrade the PA60 OS) is to put that floppy in the drive and power-on the PA. The rest should be automatic.

Hope this helps,
Steve