That means that your web site is too big to be packed into a single zip file.
However, since you are on a Mac which is a type of UNIX system you should have rsync available. If you use rsync you can download the files without packing them into a zip file. Plus, when you decide to download it again later rsync will only download what has changed. In your terminal window instead of using ssh to connect to your domain name try something like this:
rsync -vaiz --exclude=/www/stats username@domainname:../www ./
When that finishes you will have a complete copy of your www directory on your system. If you run that command again in the future your local copy will be updated by downloading only the newly created files and the changed parts of files that have been modified.
btw, rsync is also using ssh for the communication.