Mark,
If you are only bothered with compressing single files and not putting them in an archive then you could try the zlib OCX control.
http://www.info-zip.org/pub/infozip/zlib/Its ZIP compatible and is real easy to use from VFP.
with ThisForm
.oleCompress.InputFile = "c:\test.txt"
.oleCompress.OutputFile = "c:\test.cmp"
.oleCompress.Level = 9
.oleCompress.Compress()
endwith