Partial game compression error [RESOLVED]

I've been trying to compress the first section of my game but for some reason it's only compressing the BGM files and nothing else. It says the compression was successful but then when I go to look at the compressed game there's only music files and an extraction icon. After clicking the extraction icon it creates an empty folder with nothing it in what so ever and givves me the error "extraction failed". I tried compressing it again, that didn't work of course. Then I tried bringing the uncompressed files from the RPGXP folder into the new one but it still won't work. Any ideas?

Also is it absolutly necessary to compress the files? I could just burn the project folder onto a CD or something right?

Compressing the files should give you an RGSSAD file that contains all the maps, images, whatever else is in the game.  If you just burn the project to a CD and give it to someone, they can open it up in RPG Maker and mod whatever they want.  Compressing overcomes this.

As to what's causing your problem - I've no idea.  If it were happening to me, my first step would be to reinstall RPG Maker and try it again, to see if anything messed up along the way.