Question about Zip Files and Music...

I suppose that I'm primarily directing this to penumbren and faerie_lissa416, the music uploading goddesses extraordinaire, but if there's anyone out there with insight, I'm all ears.

I have created a fanmix and want to zip it up.  I think I've attempted to zip up files before, but my problem seems to be compression.  This one is going to be 20ish songs and I suspect I need to find a way to compress that.  Any advice? What do you all use? Just Winrar? Anyone out there use Winzip? 

Where's that HALP cat macro when I need it?