If you find out you cannot use Zip (not every host compiles PHP with this extension), try Gzip (what I would advise actually). http://www.php.net/manual/en/ref.zlib.php
To produce Gzip files on Windows, you can use the standalone gzip.exe and gunzip.exe functions for DOS/Cygwin (you'll find them easily), or use PowerArchiver which just happens to be like Winzip, only minus the nagging screen and plus tar/gzip/bzip2 support.
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