With WinZip there is a point where it asks "What do you want to do?" and one of the options is "create a new zip file". It will ask you to name the file, then it will say "add files" and you have to browse you hard drive and find them. I would put all the jams and the dat file in one folder, but I think you have to add each file one at a time. When you finish it also says "Mail this file" and you can mail it directly that way.
With WinRAR it's even easier - you right click on the file there is an option to "compress and e-mail".
I'm not brasiliero, but I know enough to say "muito obrigado" is you send the track!