How-To: Create a Secure ZIP File

1. Select the files you want to add to the ZIP file; to select multiple files press and hold the CTRL key and click on each file
2. Now right click on one of the selected files to bring up the contextual menu
3. Hover over the 7-Zip entry in the menu to bring up the 7-Zip menu
4. Click on Add to archive...
5. In the Archive field type in the name you wish to use for the archive
6.  In the Archive format drop down select ZIP
7. In the Compression level drop down select Normal
8. In the Encryption section type in a password into the two fields and select AES-256 as the Encryption method - If you don't want a secure ZIP file just ignore this step
9. Click OK
10. The ZIP file will be created in the same location as the files you selected in step 1

To extract the file you will need either 7-Zip or another file compression tool installed on your PC.  The built in file compression tools in Windows can not handle secure ZIP files.