When you say it didn't work, tell us exactly what happened. XP does have zip and it works for me. Compress is not what you want.
I have Windows XP Pro.
I tried to use "Compressed (Zipped) Folders" in Windows. It didn't work. Then I tried right clicking on a folder/file, selecting "Properties", pushing the "Advanced" button, I then checked "Compress contents to save disk space", etc., and the folder and its contents turned blue but the size of the files, seeming, hadn't changed. Have the files actually been compressed? Should I get an external ZIP program? If so can you recommend a program?