I once had this problem and was told to try the following two things : check the file attributes of the file you are trying to compress.
To do this Right Click the file, properties and uncheck read only - now try it ..... OR/
Try changing the file extension from .dmp to something like .txt and compress. If it successfully compresses after you extract the file to the desired destination change the file extension back to .dmp
I can't remember which worked
but one of them did
