Well below is a VBS script which works fine on my XP machine.
All you have to do is to save it as a text file (named vbs_download_hosts with VBS extension) and at the command prompt type in :
cscript vbs_download_hosts.vbs
which you would most likely incorporate into a batch job which can then do the unzip (which I suppose we can also do in vbs or jscript), and then include the updates as recommended on the website. You will need to make it "privileged" to run in Vista - there is even an Article in EE on how to do that (will try to find it)...
Anyway, hope it helps... Or at least is a start....
(edit small updates refinements)