Also, if you are trying to put multiple folders into one file, then try winrar. That way instead of unzipping each one by one, unzip that one .rar file and all the folders go with it.. Check out WinRar 3.51 http://www.rarlab.com/download.htm
Thats for winrar i think. Not sure if it works for winzip. You can just make the folder, start winzip up and select create new zip file too