Well, generating a zip file is very easy....there are a lot of tools out there and even Windows has a built-in command for that! If you need to generate a cabinet file instead, you'll have to use another tool, makecab.exe, that is available in the Windows SDK Components for Windows Installer Developers, which you can download here

In Windows Vista makecab.exe is already available and you can use it from command line.

More information are available online http://msdn2.microsoft.com/en-us/library/aa368616.aspx