Just to add a small thing to what Sjaak (the excellent moderator of the Artlantis forums) said...
When you save an atl file, it references all materials/textures by paths on the local machine - perhaps scattered all over your disk and server. When you save an archive, it gathers all of these things together into a single folder structure so that you can move the project to another computer - whether it is another Mac or PC.
File paths on Windows and Mac OS X are entirely different, and so using an archive is the most reasonable approach to moving an atl file from one OS to the other.
Cheers,
Karl