Personally I would use a programme like WInzip (or Winrar), Winzip be downloaded free from
www.winzip.com.
All you then need do, is right click on the file you wish to add to the Zip and you can name it either whatever you wish EG Photo.zip or the programme automatically names it for you,its simpler than Im making it sound - im not sure how wanadoo webmail works, but I have used Yahoo webmail and presuming its the same interface, you just use the "add attachment" link and upload your Zip file and send the e-mail.
Hope this helps in some way, but the crux is that you would probably need a third party programme to ZIP up a file - also it doesnt really reduce the size of photographs very much (great for text etc. though) but I appreciate some programmes wont allow unzipped attachments.
Good luck