Guys
Itomuta: You're right, the link leads to the download page, on which I download only ADT and yes, you did not give me any link to SDK.
Download of an SDK was completely my idea.

Anyway, I use Opera 10.10; I downloaded SDK and ADT from the page indicated by gaba88. BOTH of them as .zip files. While SDK I retrieved and installed without any problems, Win zip, Winrar, ZipGenius poped me up the message about corrupted archive. I've downloaded the file again - same story. Just before going to check Itomuta's response I've simply changed the extension file I've downloaded and it worked fine immediately.
Seems that there is a problem with Opera then, you may try reproduce it but from my side browser wants to save always .zip file. By the way; is SDK a .zip or exe?