The file you are trying to zip is likely already compressed. MP3, video files are compressed so trying to compress those is pointless.
I am trying to e-mail a powerpoint presentation that is 36MB. I have tried WinZip and PKZip both and when I try to zip the file the "zipped" file is still the same size or just a tiny bit smaller. I have looked through all of the options of both programs and can't find a way to do anything different. What the heck am I doing wrong?