OK, its been so long since I zipped a file I had to figure out how to do it in these newer Windows.
Here is hoping that Vista works like XP
Find the file, and right click on it.
You should have a menu come up that has "send to".
Click on that, and you should see compressed folder with a picture of a zipper on it.
Select that, and you should get a copy of your file with that zipped picture in the same part of the hard drive as the original.
It will have the same name, but will have .zip after it.
Depending on how your computer is setup, you may not see the .zip.
Try attaching that file.