If you did used zip to compress the output, then you should use unzip do uncompress it, not gunzip, they use different formats/algorithms.
I'd suggest you to use gzip and gunzip only. For instance, if you generated a backup named mybackup.sql, you can gzip it with:
gzip mybackup.sql
It will generate a file named mybackup.sql.gz. Then, to restore, you can use:
gunzip -c mybackup.sql.gz | psql -U postgres
Also, I'd suggest you to avoid using pgAdmin to do the dump. Not that it can't do, it is just that you can't automatize it, you can easily use pg_dumpall the same way:
pg_dumpall -U postgres -f mybackup.sql
You can either dump and compress without intermediate files using pipe:
pg_dumpall -U postgres | gzip -c > mybackup.sql.gz
BTW, I'd really suggest you avoiding pg_dumpall and use pg_dump with custom format for each database, as with that you already get the result compressed and easier to use latter. But pg_dumpall is ok for small databases.