Add this on functions.php
add_filter('upload_mimes', 'custom_upload_mimes');
function custom_upload_mimes ( $existing_mimes=array() ) {
// add your extension to the mimes array as below
$existing_mimes['zip'] = 'application/zip';
$existing_mimes['gz'] = 'application/x-gzip';
return $existing_mimes;
}