There is a handy Thunderbird extension named "Auto zip" available that compresses email attachments as .zip files automatically, So you dont have to compress the files manually anymore before you attach them to the email.
Thunderbird extension download:
Sadly, the official version of the plugin works only for thunderbird 2. But a few users offer already patched versions for Thunderbird 3 (see links in the comments). Please be aware that using such a patched version has the risk that it might contain malicious code.)