Get Win RAR. If you know how to use WinZip, then WinRar will be a breeze.
I do find that RAR has better compression than zip. I also find it useful for getting files passed work's Exchange Server as it have a habbit of removing .exe files (even when you are compressing it with zip.) has it thinks there is a potential virus.
I do find that Win Rar gives you more options that Win Zip too.