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Compressing a file is a good way to test if you have problems with data corruption...
It should preferably be many smaller files (tend to cause most problems)
And if possible you should also encrypt the file... Using compression is not important it seems, you can just use the "store" function (N/A compression) if your program supports it...
I use WinRAR myself in which you can just use the "test" button when you have created the archive to verify the compression...
Compressing for example Temporary Internet Files can be a good idea if it's many files ~3000 or so... Or whatever you like, the whole Windows directory would also be a good choice, however you wont be able to add all files because they are in use...