On NT I have sucessfully used Archive::Tar and Compress::Zlib to make a .tar.gz file. .tar.gz files can be read by most recent versions of WinZip, and most *nix systems without a problem.

In general, but not always, they tend to be smaller than zip files. I don't know what the conditions are that make gzip more efficient, I assume someone does, but I use .tar.gz by default as I find it's better most of the time.

I think that Block Sorting Compression BZip2 is more efficient than either zip or Gzip on text files, but there wasn't a PPD for it for NT last time I looked, and it won't build from CPAN unless you have a compiler, and the bzip pieces to hand.

Though it's not strictly Perl, but RedHat CygWin provides command line versions of zip, unzip, tar, gzip, bzip2 and lots of other cool *nix tools (including Perl), already compiled for Windows, and these all work okay too.