the problem you'll have with transferring files b/w windows and linux is that windows can't read a partition that is compatible for windows to write to and linux can't write to an ntfs partition as M$ wont give away any of their secrets, including how the NTFS file system works exactly. so as of right now, all thats possible is for linux to read an ntfs partition but to do this, you have to install something..
http://linux-ntfs.sf.net ..go there, scroll down and click on "download(s?)" under "NTFS RPMs". click on the link for your distro, and download the rpm for your kernel version. make sure you get the right one for your cpu also.. any newer cpu (i believe) is an i686 (newer = in the past 2 years.. i have an AMD Athlon XP 2400+ and its i686).
then the only way that i can think of to transfer files from linux to windows would be to upload them to the web like on angelfire.com and then download them when you boot back to windows. its a hassle, i know.. but M$ is the devil..

haha..also when you compress files in linux, you do so to formats such as .tar.gz or .tar.bz2...you can compress to .zip or download the necessary files from rarlabs.com to compress to rar, but theres a pretty handy decompression tool called PowerZip. its for windows and it can read like 7 different formats i believe it said, including the tars, rars, and zips.. haha.
hope this helps

"In a world without walls and fences, who needs Windows and Gates?"