You mentioned unpacking. From what format are you unpacking the program from? If you are downloading .bin .sit .hqx files, you should leave them that way and unpack them in SheepShaver or on the Mac. These files have the resource forks encoded and will be lost if unpacked on Windows.

If Stuffit is not recognizing the formats, then there may be something not set up properly in the PC Exchange/File Exchange control panel. Dragging and Dropping the files onto Stuffit Expander should work anyway. Can you give more detail on the problem?