If you're sending a bunch of files or large files via the Web or email, you should compress them first by creating a ZIP file. This is just a way of packaging up multiple files into a single, relatively smaller file for transport. It's easier to send/manage ONE big file than it is to send a whole bunch of smaller files. Plus, ZIPping a bunch of files compresses them, so the resulting ZIP file is big, but it's usually smaller than the sum of the sizes of the little files. This speeds transfer times.
How to Create a ZIP File in Windows Vista, 7, or 8
First, put all of the files into a single folder. Now right-click on that folder and select SEND TO > COMPRESSED (ZIPPED) FOLDER.
That will pack all of the files in the folder up into a ZIP file which is now smaller and more convenient for sending over the Web or via email. Many email programs (like Outlook) automatically BLOCK unsafe file attachments, so if you need to send someone an EXE or even some Excel sheets, this will avoid that problem.
Now, the recipient just needs to right-click on the ZIP file and select Extract All... and then pick a folder to extract the ZIP file into. Now he has your original set of files. Piece of cake.