You need to download and install winzip/winrar for a gui based compression tool or if you prefer a command line tool use pkzip ( all are freeware...search google)

C:>pkzip mytext.zip *.txt

PKZIP (R)   FAST!   Create/Update Utility   Version 2.50   03-01-1999
Copr. 1989-1999 PKWARE Inc.  All Rights Reserved.   Shareware Version
PKZIP Reg. U.S. Pat. and Tm. Off.  Patent No. 5,051,745

�� Pentium II class CPU detected.
�� XMS version 2.00 detected.
�� DPMI version 0.90 detected.
�� Using 32-Bit Protected Mode Normal Compression.

Creating ZIP: mytext.zip
  Adding: HR.TXT        Deflating (55%), done.
  Adding: MFYILE.TXT    Deflating ( 7%), done.
  Adding: MYFILE.TXT    Deflating (100%), done.
  Adding: PO.TXT        Deflating (49%), done.
  Adding: POT.TXT       Deflating (52%), done.
  Adding: SAMPLE.TXT    Deflating (88%), done.
  Adding: TESTCS~1.TXT  Deflating (23%), done.
  Adding: TESTCT~1.TXT  Deflating ( 6%), done.
  Adding: TUNING~1.TXT  Deflating (81%), done.

C:>dir *.zip
 Volume in drive C is PRIMARY
 Volume Serial Number is 4C2A-12D5

 Directory of C:

05/22/2003  12:08p              49,754 MYTEXT.ZIP
               1 File(s)     86,164,153 bytes
               0 Dir(s)  11,805,515,776 bytes free