Be aware though that some files can't be compressed to make them smaller, such as JPEG pictures or MP3 music files as they are already compressed and zipping them can make them bigger.
crap. Thanks chuckfickens. In fact, the folder I want to zip is full of JPEG images as I want to email it rather than having to attach each file separately.
Zipping them will still mean you only have one file to send rather than lots. but as I said don't expect to see them shrink in size by much, if at all.
Also be aware that the total size of an attachment on any email will probably be limited somewhere along the line, either at your end when sending or at the other end when receiving. I tend to try and stay below 10mb for emails to ensure they don't get stuck anywhere.
if you don't do this often ... in XP or vista
get all the files in a folder ... right click the folder ... from the menu select send to | compressed (zip) folder
then right click the zip file from the menu select send to | mail recipient ... job done