Have you tried the VFPCompression.fll from Craig Boyd? See link:

http://www.sweetpotatosoftware.com/spsblog/SearchView.aspx?q=compression#a416ae65b-0af2-4145-8637-aa0d81d77637

If you have to select all files, I suggest that you keep track of all files and then delete the ones that you do not want.