I've added a warning message to the 'as zip' link on the Files screen, as well as to the 'Download Zip' menu item and fixed the 'Delete' warning.

Downloading a zip of a large directory can be very expensive in bandwidth, and we charge you for the full amount even if you cancel the download part way, because it's impossible due to caching for us to know how much was downloaded.

Obviously, this warning depends on you having Javascript enabled - but at least for most people there will be a second chance to cancel before you pay the bandwidth use for an accidental click!