Hi there Joe...good to see your're back
Windows XP has a build it compressor and decompressor agent. To compress files (as Kevin mentioned above) right click on the files or folders then select 'send to' select compressed folder. I never use this features even it is installed.
but i IMHO the most popular fiel compressor is Winzip. It's shareware and can be downloaded at 
www.winzip.com. It's a small file yet powerfull tool to compress (zip) files.
after installing winzip, run the program. In the main window click new, u will be asked the destination of the zip file that u want to create. (Ie: mother.zip) then click add, to add the files into the mother.zip file that you have just created. add as many files as you wish. then click ok. that's all. find the mother.zip file and send it to armorama for us to read your review. 
another popular compression tools:
WinRAR
gzip
pkunzip
there're so many choices up there but i think u will be okay with winzip
my 2 cents