7-zip (920K) click here Best Compression Available
But the problem is the file type you're trying to compress. Movies such as MPG or graphics like JPG are already compressed very efficiently in most cases, so even the best zip program will not compress them any more. JPG compression rates can be very high.
This 371 Kbytes file click here was 109 Mbytes as a Tiff image. A lot of detail is lost, but it is still recognisable.
Look for compression options in your Movie software. I know from saving MP3 files that changing the bitrate can reduce the file size by half without too much loss of quality.