From the Game's readme file:
The StepMania package format was created to make the distribution of songs and other add-ons very easy. StepMania package files have the extension '.smzip' and can be installed by double-clicking the .smzip file.
A StepMania package is 'installed' by extracting all files in the package to the StepMania program directory. This allows songs, courses, themes, and visualizations to all be installed by the Package Manager.
The file format of an .smzip file is actually the PK-Zip standard. This means you can rename any .smzip file to have the extension '.zip', and then open the file in any compression application (e.g. WinZip, WinRAR).
The StepMania Package Exporter (smpackage.exe) can create packages of your song, announcers, themes, or other add-ons. Simply launch the Package Exporter (Start Menu->Programs->StepMania->Package Exporter), click the items you would like to make into a package, then click the one of the Export buttons. "Export as One" will take all of the selected items and make one package that contains them all. "Export Individual" will create one separate package for each selected item in the list.
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