As @laaph mentioned, if you just want to run bash commands, use a bash script.
There are, however, a few issues with your commands.
Your script has to look like:
#!/bin/sh
pushd ~/Library/Vidalia
rm vidalia.conf
unzip vidalia.conf.zip
popd
open /Applications/Vidalia.app
If you didn't change to the correct directory, unzip would unzip the file into your home directory, or wherever you launched your script from.
There are ways to look for when an app quits, but in your case this seems useless, you're removing the .conf whenever you launch the script anyway. But if you really want that, you could simply do:
#!/bin/sh
pushd ~/Library/Vidalia
rm vidalia.conf
unzip vidalia.conf.zip
popd
open -W /Applications/Vidalia.app
pushd ~/Library/Vidalia
rm vidalia.conf
popd
(This would make the script wait until you close the app, and then it'd delete the configuration file. Again though, this is useless and redundant if you'll be only launching the app with the script.)
Also, you could try a simpler solution: I assume that what you want is just to have the same vidalia.conf whenever you start the program. If that's the case, try just making the .conf read-only.
Best Answer
Set your hard disks to never sleep in System Preferences and see if the issue still persists.