install winzip.. you can download an evaluation version from Winzip.com.
After its installed click and hold and drag mouse button around all the files you want in your zip file.
Right click on one of the selected icons and click on Add to zip.
It will probably ask you for the name of the file.. give it a name..
now go to your email.. click on Add attachment.. or what ever.. just add the file as an attachment.. and email it over
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