First, thanks for continuing development of this great gallery :)
I'd like to see the ability to upload two files in future versions of Coppermine. An image file and a zip file, or an image and some other file type such as .exe, .zip, .swf, etc. And then a download link to download the second, associated file, when viewing the image as a user. I've seen this done in 4images but it hasn't been integrated with PHP-Nuke and likely won't be due to being a commercial gallery.
Cheers!
Check out the zip module in the downloads section for some of what you are looking for. As for a download link alongside a particular picture....there is a FAQ item that describes how to enable [url] tags in the user defined custom fields. I think that will take care of that portion.