File Compression 
File compression allows you to save multiple files into a single "Archive" file that saves time and space when transporting or backing up files. 
Compressing of files during electronic transmission is recommended for maintaining file integrity.

How to ZIP a file (.zip)
Mac OSX (10.3 +) 
Place the items to compress in a folder. (Please avoid long folder names and names with non-alphanumeric characters.)
Select the folder.
From the Finder, choose  File > Create Archive  or the File > Compress option make a compressed .ZIP file
For more information, search for "archive" or "compress" from the Mac FINDER > HELP menu

PC - WinXP 
Make a new folder using FILE > NEW > Compressed(Zipped) folder. (Long archive folder names or names with non-alphanumeric characters are discouraged.)
Add your items to the folder, they will be compressed in the folder.
Can be decompressed with later versions of the Stuffit Expander,WinZip and similar utilities on PC.
For more information, search for "compress" from the START menu > HELP area.

Other operating systems 
Use 3rd party utility, see suggestion below.

3rd party compression/decompression utilities 
Allume Systems - Mac Classic/OSX/Windows - Stuffit
- produce the Stuffit program (.sit,.sea,.zip, etc... compressions) 
- produce the Freeware Stuffit Expander for decompressing files
Consult the actual program documentation for additional help.