Оформил: DeeCo
Автор: http://www.swissdelphicenter.ch

{ 
  To set a file's compression state, use the DeviceIoControl function with the 
  FSCTL_SET_COMPRESSION operation. 

  Call the following function with the name of the file to compress and 
  boolean parameter 'forceCompress'. If that one is true, file will be compressed. 
  If it is false, the file will be compressed only if its parent folder is 
  compressed (reason for that parameter: if you MoveFile uncompressed file from 
  uncompressed folder to compressed folder, file will not become automatically 
  compressed - at least under some NT 4 service packs). 

  Ein "compressed" Attribut kann man nicht mit der FileSetAttr Funktion setzen 
  sondern muss DeviceIoControl Funktion mit dem flag FSCTL_SET_COMPRESSION verwenden: 
}


 const
   COMPRESSION_FORMAT_NONE = 0
   COMPRESSION_FORMAT_LZNT1 = 2
   COMPRESSION_FORMAT_DEFAULT = 1;
   FILE_DEVICE_FILE_SYSTEM = 9;
   METHOD_BUFFERED = 0;
   FILE_READ_DATA = 1;
   FILE_WRITE_DATA = 2;
   FSCTL_SET_COMPRESSION = (FILE_DEVICE_FILE_SYSTEM shl 16) or
     ((FILE_READ_DATA or FILE_WRITE_DATA) shl 14) or (16 shl 2) or METHOD_BUFFERED;

 function SetCompressedAttribut(FileName: PChar; forceCompress: Boolean): Boolean;
 var
   hnd: Integer;
   Comp: SHORT;
   res: DWORD;
 begin
   if forceCompress or ((GetFileAttributes(PChar(ExtractFilePath(FileName))) and
     FILE_ATTRIBUTE_COMPRESSED) <> 0) then
   begin
     Result := False;
     if (GetFileAttributes(FileName) and FILE_ATTRIBUTE_COMPRESSED) = 0 then
     begin
       hnd := CreateFile(FileName, GENERIC_READ + GENERIC_WRITE, 0, nil, OPEN_EXISTING, 0, 0);
       try
         Comp := COMPRESSION_FORMAT_DEFAULT;
         if not DeviceIoControl(hnd, FSCTL_SET_COMPRESSION, @Comp,
           SizeOf(SHORT), nil, 0, res, nil) then Exit;
       finally
         CloseHandle(hnd);
       end;
     end;
     Result := True;
   end
   else
     Result := True;
 end;

 procedure TForm1.Button1Click(Sender: TObject);
 begin
   if OpenDialog1.Execute then
   begin
     SetCompressedAttribut(PChar(OpenDialog1.FileName), True);
   end;
 end;