A simple foreach loop will work, try this code with some bogus files first, since i haven't tested it.
string files = Directory.GetFiles(directory).Where(name => !name.EndsWith(".zip"));
foreach (string f in files)
{
File.Delete(f);
}
string files = Directory.GetFiles(directory).Where(name => !name.EndsWith(".zip"));
foreach (string f in files)
{
File.Delete(f);
}